ofcource if you really want to be root i guess you could always start a second Xsesion as root, hit ctrl+alt+F2 then type
Code:
startx -- :1 -nolisten tcp
you now will have two sessions,
switch between that session and your regular user with ctrl+alt+F5 and ctrl+alt+F6 (could be F4, F5... up to F9 but you will see)
just so you know $ in a bash prompt menas regular user and # that the user is root (bash-3.3$ = regular usr and bash-3.3# = root)
there can be 4 users loged into Knoppix on tty1-4 tty1 is knoppix and 2-4 are root as default iirc. so you will start X as root on second prompt.
if you then kill the pid that has knoppix bash prompt, you kill every process that knoppix has running, the line below (you get that line, and a few more, by typing ps aux|grep tty1 in a konsole)
Code:
   
 USER        PID    %CPU      %MEM    VSZ     RSS      TTY      STAT  START   TIME COMMAND
root        9996   0.0       0.0     1624      432     ?        Ss     Nov02   0:00 /usr/sbin/gpm -m /dev/mouse -t ps2
knoppix     9999   0.0       0.0     3416      1948     tty1    Ss     Nov02   0:00 -bash
h
the PID is the number you see as second entry, type sudo kill 9999 in this case.