The hard drive is quite possibly NTFS formatted. Knoppix may be unable to write to it. But I think it should, the kernel NTFS driver has come on a long way. You just have to realise that it MIGHT hose everything.

If you right-click the icons on the desktop, you may find an option 'enable read/write', or something similar. See if that works? Knoppix defaults to mounting internal drives read-only for safety, maybe it does the same to external.