Change to superuser (root)

$ su

Then edit /etc/sudoers and uncomment (delete the '#' in front of) the line for the knoppix.

#kedit /etc/sudoers

Now you can run links that require root permissions in the menu - like adsl config.

This leaves you with a security hole, though. If you just want to setup dsl, I think you just need to become superuser and type pppoeconf.

$su
# pppoeconf