All HD media is read only be default. If your partions is FAT32 you can change this in properties of the hard drive. Select the drive, right click on it, select properties, go to device tab and unselect the read only check box. I would not do this on an NTFS partition (XP default) without testing on a test system. Knoppix 511 allows that, but I heard that it is still in experimental state and have not tested it yet.

Neeraj