The Knoppix installer does not allow package selection. You can only install everything on the CD, then add or remove things after it is installed on the hard drive. However, there are many Knoppix-based distributions that are meant to be smaller. DSL (Damn Small Linux) is one. You should read this:

http://www.knoppix.net/docs/index.ph...Customizations

It gives a complete list of Knoppix-based distributions. More information can be found at distrowatch.com.