Hi:
you didn't say if you are running knoppix from cd or hd. If you installed it on your hard disk, you can select your login in the start menu, to enter the system.

I suppose you are runnig from Cd, so you have to run Konsole and then type su.

#su

so from this point you are root. to run programs type the comands there. (for example konqueror, xmms, mozilla...)

It would let you configure programs as root.