On the other hand, Installing Knoppix to the HD will ensure that one will become a "techie" with no hair left to pull out!

You can try a few different live disks of distros that were meant for HD installation or do as Harry says, Install Debian. I might suggest that you set aside a PC for experimentation and use your primary PC unaltered until you get a good feel for Linux and configuring a dual boot system. You could also just copy the Linux OS to disk and use the "poor man's install" method. That would work with Knoppix and it is not a real installation, so most of the issues from a HD install would not be experienced. There may also be some advantages to this method, since some changes can be made to the files on the hard drive.

For more info:

http://www.knoppix.net/wiki/Basic_Poor_Mans