This depends on what you want to do with it.
Knoppix DVD has a giant bundle of additional application software on board, it ist first choice for linux learners.
For installation I recommend only the Poormans: at boot prompt enter: knoppix tohd=/dev/hda5 if this is your free partition for knoppix.

For Kanotix only a CD is available. Less application software, but though more than you ever will use, and if you are missing something, you have a link to klik.atekon.de to download applications for live-CD use.
Kanotix is a tick better to install and to maintain. There are links to helpful FAQ and other Docs and if this did not help you can find the Kanotix tech chatroom.
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