Two possibilities:

1) You may have a bad CD-R disk or cannot read it correctly all of the time maybe due to dma issues.
You can try a boot command like this to avoid DMA (the CDROM drive will be slower, but it might work)

knoppix nodma

Another option is to try and check the contents of the CD-R disk:

knoppix testcd

2) You may be running out of free memory, which causes some strange behavior like you have described.
Try to limit the number of programs that are running at the same time, or try a less memory-hungry window manage like XFCE or fluxbox. Boot command:

knoppix desktop=fluxbox (Right-Click on the empty desktop to bring up the "Start" menu)

knoppix desktop=xfce

good luck