M1,

Knoppix is an OS, more so, it is not only a fully-installable OS, but also an OS that can run from the CD, boot, et all...

If you were thinking that this was just another "program" install in Windows, or that you just fire up Internet Explorer, download it, and run it, I think you were incorrect in your assumptions...

Yes, hurdles, loops, hoops, etc... But, you just can't download and run a OS, not even "Windows" can do that. Worse yet, Windows can't even run on a CD (alone), or not touch your existing hard drives, or any previous OS on your system that you are currently running... Knoppix can, and does, to all of those, and, it can be installed from that same CD as a full-blown OS install...

So, from what I know...

Download the .ISO file, onto your hard drive, use a program to burn the "image" file to a CD-ROM, and then take that same CD-ROM, place it into a "bootable" CD drive, set your BIOS to boot from CD-ROM drives, and POOF - instant Knoppix/Linux/Debian/GNU OS...

Hope this helps,
Cuddles