Zombi3,

I think I can answer that, even though I am just getting my feet wet in the Knoopix World...

Answer:
If you are running Knoppix from the CD - YES - when you reboot, the files will go bye-bye. Chances are, the files exist on the RamDrive. Even if you installed/downloaded the files/programs to a Windows (fat16/32) hard drive - the problem is that Knoppix, or the Kernel of Linux, the OS, resides on the CD - and gets placed back fresh each time you boot, back into the RamDrive.

If you installed Knoppix from the CD to your hard drive, and are booting w/o the CD - then NO - when you reboot the files are part of the Kernel, or the file system controled by Knoppix, or more appropriatly, Debian.

Summary:
Since you stated that you poped the CD in, I assume you are running from the CD, and thus, on the RamDrive - which evaporates when you reboot/shutdown Knoppix.

Hope this helps,
Cuddles