Hello Laz

Check out the posts or docs on Persistent Home.
K --> KNOPPIX --> Configure
--> Creat a persisten KNOPPIX home directory
Also in the same final choice is --> Save KNOPPIX configuration

Most configuration will be save this way onto a hard dirve
partition or a usb stick storage device.

I work (experimentally) with no hard drive form the CD,
boot form a floppy, and each time before shutting down
I have a script to erase a second RWCD and then burn the
home/knoppix directory. It automatically reloade on boot up.
I stress that this latter method is very unofficial so don't
use it unless you don't have a hard dirve.
http://www.knoppix.net/forum/viewtopic.php?t=2705

Best Wishes
paradocs