Hi,
You have to realize, that by design KNOPPIX is non-intrusive. This means that by default it sets up your system so that you cannot mess anything up, unless you specifically ask for it.
All your disks, USB or internal, are mounted as read-only. After mounting the drive (you will see a little green triangle in the right hand corner of the icon), you can right-click on the icon and select change read/write permissions to make it writeable.
Note that NTFS write mode is still considered by many to be experimental, although I personally have never had any problems with it. NTFS read mode has been stable for many years now.
HTH, SiKing.