After having tested some more:
There seem to be quite a few problems with Knoppix 7.2.0 and Workstation 8.0.6 - apart from basic module compilation. I could not get vmblock to compile with the 64-bits kernel, for example, and not being able to run vmware with the 64-bits kernel is too impractical for me. I'd like to hear from others wiith more luck running Workstation 8.X (or 9) under 7.2.0. This is in such a contrast to 8.05 and Knoppix 7.0.5. I will later try 8.0.6 with 7.0.5 to see whether issues crop up there too.