Hi, in Knoppix 6.0 it's fairly simple, maybe it works the same with your version. Just follow the #7 post in this link: http://www.techsupportforum.com/alte...n-knoppix.html
There's no need to direct to any folder or anything, it just installs. Just make sure you don't have Iceweasel running otherwise you'll have to shut it down and restart to enable flash-player.

EDIT: we linux noobs frequently overlook the obvious. The proper method is to open System Tools>Synaptic Package Manager; press 'Reload' to load the available Debian packages; then 'Search' and type 'flashplugin'; then mark the package for installation and its done! If Iceweasel is running, close it and restart to enable the plugin.

Or even
# apt-get update
# apt-get install flashplugin-nonfree