Dont worry.Knoppix mounts all partitions it finds READ ONLY and will not write anything to your drive unless you go thru the steps to change to read/write mode.You have to tell it to do this and it's not going to just happen magicly.The only exception would be if it found a linux type 82 swap partition on boot but thats like a temp file anyway and has no data to loose.

Knopix needs no hard drive to run from cd.Unplug your hd sometimes and prove it to yourself