admin rights you get by using 'root' terminal window or using other session (by pressing CTRL+ALT+F2).
It could be you first have to set a root password. Do this by opening a root window (K=>Knoppix=>Root..) and type 'passwd' to which you have to give a password.

Greetzzzz,

I think I have a complete discription somewhere on how to enable it in windows. I'll send it later. Give it already a try with the root stuff hereabove.