(most) Of the time, in Knoppix, as well as in Windows, you should at least get a message stating: "Completed" - go on that assumption

At the end of the creation of the persistant options, Knoppix should return by saying Completed [something] -=- and give you an OK button to click on...

Also, I hope, you were not LITERALLY turning off your computer, and actually using the Shutdown option - this kind of "powering off" is very bad, both in Knoppix, Linux, and even Windows - since most Operating Systems now-a-days, have lots of files and stuff open, they need to do a "orderly" shutdown, or when you power the computer back on, it may not be pretty.

But, you are right though, maybe a progress bar or something, would be nice, like: Process Completion ### % -=- or something -=- Please Wait... Creating [something] -=- and THEN, the Completed.

Cuddles