bios not set to boot from cd (del is the normal bios key... set the cd to boot before the hd)

bios not capable of booting from cd (old computers are more likely to have this problem, if it's a new one you probably can)

some bioses have a boot menu -f8 (the sis one that I'm currently using for example)

pressing f8 will let me choose to boot from the cd-rom ... or the network.. (usefull if you only have one knoppix cd and you want all of your computers to use it! knoppix-terminalserver!)