I think that you downloaded and installed the ADRIANE version of Knoppix. ADRIANE Knoppix and normal Knoppix are almost identical after installation on a flash medium. The section "Micro-Remastering" on the page KNOPPIX 6.4.4 / ADRIANE 1.3 - Live CD / DVD of Klaus Knopper's web site will explain how to modify the bootloader's configuration file if you use the bootloader syslinux.

If you run Knoppix off the CDROM you can type in "knoppix" at the boot prompt and press the enter key. You have to be quick to press a key when the splash screen appears because there exists a timeout of a few seconds. Pressing a key stops the countdown.