You need some linux experience before you can use linux, it is not a distribution for a complete beginner.

Reading your post, you may understand my answer. Prepare your partitions, a /, a /home and a swap partition.
Install knoppix using knoppix-installer from the command line.
Knoppix will only install into one partition, make sure you chose the / partition, /swap will be found automatically.

After installation, manually edit the firesystem table with your favorite editor.
vi /etc/fstab

For example, I created partitions 17 as / and 18 as /home on my hard drive. To get knoppix to use hda18 as /home
I modified my fstab as below:

# filesystem mountpoint type options dump pass
/dev/hda17 / reiserfs defaults 0 1
/dev/hda18 /home reiserfs defaults 0 1
/dev/hda6 none swap defaults 0 0
--snip--

Reboot and your partition will be mounted, sorry if thats too complicated but Knoppix is designed as a live distribution,
and this is why the install script only installs on the . partition
HTH