just copy \KNOPPIX\KNOPPIX from CD to C:\KNOPPIX\KNOPPIX assume C: is FAT and remove the CD when you boot again.
the old filesystem in a file on the HD trick. Good one and might work for this guy if the HD is recognized( might not if the CD isn't ). It got me to thinking, could the /KNOPPIX/KNOPPIX file be expanded when installed on the HD? ie, could extra space in the filesystem be created for RW capablilities? Persistance could very easily exist then without all the commandline boot options and it would all be nicely stored in one big filesystem in a file for those who need to hurt themselves by running MS Windows.