There are a lot less viruses that can attack a linux system, or Mac for that matter, as opposed to Windows. Also, as far as I know, both are less inclined to hang up, again opposed to Windows.

Knoppix, in particular, is way more secure. Your hard drive is treated as read-only; if your hard drive is an NTFS partition, most likely for Windows 2000 and XP, then you should leave it as read-only - you could trash your partition trying to write to it.

You can save your knoppix settings from one session to the next, by creating a persistent disk image, say on a USB stick. Knoppix is designed to be run as a live OS, off the CD. If you install it on your hard drive, then there can be problems, especially updating.

If you have Firefox on Windows, then you can import its settings, bookmarks, passwords, etc., into your Knoppix Iceweasel.

Knoppix, and most linuxes, also come with a lot of software, like Open Office, etc.

I hope this gives you a brief idea of knoppix/linux. Also, if you click on Documentation above, you can find out a lot more.