The K menu is for KDE, the desktop environment. Knoppix 6.0.* has replaced KDE with LXDE. Unfortunately, and remember, this is a beta release, the saveconfig and knoppix-mkimage shell scripts appear to be missing. Previously, they were in /usr/sbin, if you used the command line.

I'm hoping that this will be corrected in a stable release, but have no idea of when that will be.