The DVD has this problem also. I don't know about Knoppix 4.02 but it works for me with 5.0.1. The DVD applications affected include Eclipse, MonoDevelop, Firefox, Thunderbird, and Gimp. It also affects the wxWidgets programs I am working on.

On the DVD the gtk2-engines-gtk-qt package installs and removes a lot of other packages. However, after the configuration files are created the updates don't seem to be needed. Just save the configuration files or use a persistent disk image. You do not need to remaster to save the package updates. With the configuration files available the Gnome application's menus and dialog boxes will display with the KDE font.