Apparently you did get it, thanks.

Knoppix does not need a hard disk at all, so it may not be the hard disk that is causing your problem, particularly if as you say this is no hard disk. It might help if you told us which version of Knoppix you were using, and if it is 6.x I would suggest trying a 5.x version. But most likely it was a problem in creating the disc, and the two most common problems with making a Knoppix disc are not checking the md5 checksum before burning (very important if you downloaded from a mirror rather than using BitTorrent) and bad burns, the most common source of these is burning at high speed. I very much suggest checking the md5 checksum and if it is correct then burning the ISO at low speed. That you got as far an the penguin/penguins does indicate that you are using a correct tool to burn an ISO image, a problem that some other users have.