I downloaded Knoppix 5.0.1 and burnt it on my disc, it works perfectly when I insert the disc but I've having one problem. When I run it and save some information on it (creating new files, changing settings etc.) it deletes it all and goes back to the beginning when I turn my computer off. Is there a way for it to save changes and new files on the CD or do I have to install it on my computer first?

Regards