But why install programs to the ramdisk? Won't they disappear again?
The way I do it. I chroot to the place where KNOPPIX is and I can use apt-get without changing anything.

As henrique pointed out, your wanting to change where Debian installs programs, that should be asked in linux.debian.user because it is a Debian issue and has nothing to do with Knoppix.

Regards,

Hugo.