Do you have the icons for your Windows partitions on the desktop ?

I have Knoppix 3.3, and everything is mounted read-only by default.
Right click on the partition icon, and choose "Change read write mode" .
You will get an "Are you sure ?" screen. Agree, and it will change the partition to be writable.
Then you can move/copy using Konqueror, MC, or whatever, and the partition will stay that way until you change it back.