I don't have any insight on why you couldn't write to a DVD (assuming you have multiple optical drives or use the toram boot option) or why you can't write to the usb device (i'm assume it isn't write protected and you know how to mount it for write access). Do you have a network? What I do when I need to use Knoppix to recover files is fire up a ftp server on a windows box on the network and then use korquror on the Knoppix system as an ftp client to transfer files across the netork.