Do check that the CD is OK. Pop it in the drive and at the boot prompt type:

knoppix testcd

But I suspect that there is some issue with your hardware -- it's rare indeed for 3 versions of Linux not to install if all is OK.

The very first thing you should try is to get into the bios and select "bios defaults" and make absolutely sure that it's set to "non plug and play OS".

If that doesn't do it, please get back with the exact errors.