Also look what I found
Knoppix comes with extensive hardware detection, supports writing persistent data on USB memory and can be used for data recovery as well as for Linux classes in schools or at LUG gatherings....You might ask, what is the power in doing real work that you can't save? Between the `live CD', and the `install it to disk' usage methods there is a third way. Using a USB pocket drive, or other removable media you can hit-and-run anyone's machine, doing real work all while using your in-hand defaults, but more importantly storing your new work. These tripod benefits is why one individual wouldn't let another recycle peacefully. But---I understand. ---Source http://www.nylug.org/meetings/index.shtml?20040100
So how can I save my documents on my jump drive?