This has to be a permission problem.

With the drive in the computer,load linux CD, right click the drive icon. change status to mount read/write and insert your usb pen drive into knoppix and grant that read/write access.

Post the output of

mount

this should tell you what partitions are mounted and the mount options.

Only time, I've seen something like this was someone trying to recover onto a Freecom USB hard drive which was formatted
with NTFS. Knoppix would not allow write access. Solution was to make the USB drive FAT32, problem solved, but this may not
be your problem