If you have Windows handy on your machine, download DAEMON-TOOLs, or some other ISO-handling utility (WinISO, UltraISO, etc.). These tools give you a virtual CD-ROM drive where you can mount ISO files. Mount the KNOPPIX ISO and copy its \KNOPPIX directory to the root of any Windows partition (you'll end up with C:\KNOPPIX or D:\KNOPPIX, whatever).

At that point, you only need to make a boot floppy/CD from the boot.img file in the \KNOPPIX directory (rawrite or rawritewin for floppy, Nero/Roxio/etc. for CD). I believe you can also use loadlin to boot KNOPPIX at that point (search for loadlin in thes forums).

The only time I've burned KNOPPIX CDs over the past year occur at times when I've had to deal with a bare machine.
-SUO