Well I think I finally figured it out!
I downloaded Knoppix via Internet explorer.
I think that might have been the problem (go figure).
It could also have been the way I burned it with easy cd creater.
I had a lot of differnt things (variables) that I tried.
Finally I downloaded it via Netscape,
Burned the ISO via Nero 5.5 (or somethhing like that),
and it worked out ok.
In the future, I'll download with a download software like windos_no_thanks sugguested or at least via somthing other than microsoft. I would reccommend the same to others..
Thanks guys.