I am using the Knoppix cd

this may sound dumb to all of you but i cant get it to save all my setting when i log off and take the cd out and go back to my other OS i put my disk back in and reboot to it and its just like the day i first tryed it even lost all my email
for that matter just rebooting dose the same thing

help a old dumd redneck

thanks

btw: I am using win 2000 as my OP on the hard drives