Welcome pankajgadhari,

Are you trying to install new software programs while
running the live KNOPPIX CD?

This can be done but it takes work to modify the normal
instalation process. Special scripts must change the normal
location of the installled files to new destinations -- but not
the usual locations which are impossible
in KNOPPIX since it is read only on the CD.
I use as a new "root"
/ramdisk/home/knoppix/dist/ and place bin lib man
and other folders there.

The second step is to add to the path in .bashrc
/ramdisk/home/knoppix/dist/bin

Some modified install scripts exist. Mplayer can be added
to CD booted KNOPPIX to watch DVD movies for example.
What software do you need?

Of course the usual way is to do a hard drive install and
turn KNOPPIX into a dabian install. Then you can easily
add programs. But that spoils the fun of Live KNOPPIX.

Best Wishes
paradocs