The following assumes you are running from CD:

open a root console (ctrl-alt-f1) in the root console use this command:
telinit 1
then
telinit 3
these commands put the computer into runlevel 1, single user mode, then back into multiuser console mode.
now you need to become user knoppix and cd to user knoppix's home directory so use the following commands:
su knoppix
cd
now use a text editor to make a .xinitrc file and in it put a line like this:
exec wmaker
(or exec twm )
then save the file,
and then use this command:
startx

One note, unfortunately twm is partially in english and partially in german in knoppix.

HTH

--rock