OK, let's assume that you downloaded
install_flash_player_9_linux.tar.gz
Unpack it with
Code:
tar zfvx install_flash_player_9_linux.tar.gz
(or you can use KDE Ark)

Run (with root privilege if you want system-wide user access) the installer script
Code:
./install_flash_player_9_linux/flashplayer-installer
and just follow the instructions. You will need to enter the path to your browser plugins (I can't remember what they are for Knoppix 3.4 , but it is likely to be something like /usr/lib/mozilla or /usr/lib/mozilla-firefox).