Not sure exactly what you mean, but using PCMan File Manager, I tried right clicking on the HDD to unmount it prior to re-booting, but it stays the same.

If I set up the USB stick during boot up to have a segment to store a persistent image, I can not then access the HDD. So I then have to wipe the USB stick, boot up using a CD, edit the Syslinux.cfg file to replace lang=eng with lang-uk (to set up the correct keyboard for my laptop) and then "Install KNOPPIX to a flash disk" again.