It looks like you run Knoppix from CD, don't you? Then you can run a command as root via sudo command or you can login as root by entering sudo su on a command prompt. Plus the virtual consoles (ctrl+alt+F2/3/4 are root consoles by default.

If a program asks for the root password you login as root and enter passwd, follow the instuctions, now you have set a password to enter

And indeed, check the docs. Should we put up a better 'header' on these pages, so people find the docs more easely?