Use KUser (K menu > System > Kuser) to create another user. Add this user (again, in K user) to groups you want, then log out and in "as another user".

That should do it.

You might like to gvim /etc/group to make sure your new user (which, I take it, will be yourself) is in the same groups as knoppix (but I'd not add yourself to any more groups for security reasons).