Hi,

i think that the persistant image doesn't have inside the knoppix system, this is why you can't boot from your sd, becouse you have only the disk image!
So, try to do this:

1) Download this file from pendrivelinux.com: http://www.pendrivelinux.com/downloads/fixkp2.exe
2) Run it under windows, it will create a folder called USB-Knoppix
3) move on the folder the iso of your Knoppix
4) Run from that folder fixkp2.bat, it automatically format your flash memory, install knoppix and then make it bootable
5) boot from your sd
6) create the persistant image in another one usb, becouse you can't create the image on the usb from wich you boot
7) copy the image to the usb with the knoppix installation

little tips: if you use the release 6.0.1 you don't need to do the step 6 and 7, becouse it automatically will ask you if you want to create a persistant image on the same usb (this happen to me )

Bye
Tell me if it work, this is my first help on linux world!

ps: sorry for my bad english