Sound on some hardware can be tricky with Debian as well, but if the Knoppix CD plays sound on your hardware when it boots I don't expect that you'll have any problem with sound in a Debian install. Hardware configuration was a bit technical five or mre years ago, you had to know i/o addresses, interupts and the like. This was the main reason that people gave for wanting to install Knoppix, and many asked why, if Knoppix could do such a good job of hardware detection that Debian can't also. Well, the developers listened and the install is now quite clean. Still, many people (including yourself) keep fighting with the known problems of a Knoppix "install".

I suggest installing Debian Etch and making sure that you take the desktop install option when you do. This will install gnome, but you can easily install kde with apt-get install after this. I also suggest doing the net-install as long as you have high speed access available, it is extremely clean and will make you less dependent on digging out your install discs when you want to apt-get install additional packages.