Knoppix is largely read-only by default. This means that settings, home directory contents and any installed applicatiosn will get lost at reboot. To persist your settings you need to use the "save settings" option to save them to a read/write volume (floppy, Flash stick, FAT[32] volume etc.). To persist your home directory you need to create, er, a persistent home directory. There are KDE menu options for both of these. To install applications you may need to convert your Knoppix installation into a regular Debian installation. The FAQs and docs contain lots of tips on all of these tasks. Read those first and then post back if you still have queries. Hope this helps.