In order to install a .deb package, you will need to either install KNOPPIX to a hard drive partition (using knx-hdinstall), or remaster the CD to add / delete .deb packages. There is a fine HOWTO regarding the best way to do this, and its not very hard if you have an intermediate (or higher) linux / unix skill set level.

A live cd file system is read only, and will not let you add packages, as the error message is (correctly) informing you.

Sometimes, as a workaround, I try to locate the executables for an application I want to use from an existing system, and copy them to a spare partition that I mount from my CD based KNOPPIX desktop. I am able to run RealPlayer, jpluck, and streamripper this way without actually installing them.

If there are a lot of library dependencies, you will have to consider one of the first two options I mentioned.

Hope this helps,

~pau1