is it possable to burn knoppix say to a cd or a dvd and also have the insalled game of choice on the cd also. so all you have to do to play the game is put in the cd/dvd boot up and it goes into the game and only the game?

the reason im asking this is beacuse i think if you can bypass all that BS inwindows and what not that it would go faster. please correct me if im wrong.


Thank You