Excuse my noobie question...

I've been messing with knoppix for a few days. I would like to install this one piece of software (java-based client for the Kiseido Go Server).

It comes as a .rpm file. The KPackage program tries to install it, but fails.

Now, as I understand it, it fails because it tries to install it into the knoppix cdrom, which it can't do...

What's the best way to get around this? I have a 2nd hard drive with 2GB which I'm trying to set up as a persistent home directory. Should I be able to install it in there somehow?