The latest version (Knoppix 3.3) has a new installer.
Command is now 'knoppix-installer' not 'knx-hdinstall'
i.e. 'sudo knoppix-installer' from console
There is now a choice 'knoppix mode' or 'debian mode'.
Knoppix mode will run exactly like the CD i.e. it will re-autodetect your hardware, re-write fstab & re-mount all your drives in default locations each time it boots.
Debian mode does not use the knoppix startup/shutdown scripts & will install on your HD as a Debian system.
Personally I prefer the Debian mode system.
You must have at least 2.4 Gig partition on the HD to receive knoppix.