http://forums.debian.net/viewtopic.php?f=16&t=40158

I was pleased to see that setting up the link as described in that how-to allowed me to use kdesu in Knoppix as it had in Debian's kde4.

Then when you want to open a GUI program as root you simply do kdesu kate /etc/apt/sources.lst, as an example.

There is also a program in the System section of KMenu that allows you to set a root password via a Knoppix GUI script. You'll need to do that in order to give kdesu the root password when it pops up asking for it before opening the program you started with it. Either use that handy script or do the old sudo passwd root, which will accomplish the same thing.

Knoppix user and root are locked in Knoppix. But many GUI programs are setup in a customized way to offer administrative access where they aren't in standard KDE. You just need a few programs and tasks that aren't setup that way, and so need to setup a root password and use kdesu for GUI programs and either su - (once you've set the root password) or sudo for the command line programs.