I'm also 99% new to linux/unix so I can sympathise....but I thought downloading the ISO was the easy bit! Anyway it's all interesting and educational. I installed Knoppix to the HDD of an ancient 75MHz Pentium yesterday just to see if I could and if it would be functional(it is but it's very slow as expected...have to learn to run in text mode..gulp) and today I'm playing with Knoppix in the more usual way on my real PC with plenty of RAM and a good CPU.

Here is one piece of advice that will help a lot of people running Windows who have trouble burning the CD (All the best walkthroughs for this seem to be aimed at people already running linux/unix and much of the advice for Windows users is written in the style of someone who isn't all that familiar with using Windows applications...). Just ignore all the advice to use Nero, Roxio etc etc. You can use them to burn ISOs in the same way you can also hammer nails in with your shoe or open beer bottles with your teeth. Use Alcohol,any version. You can download a free working demo. This wonderful application will treat the rar archive as an ISO, you don't even need to unzip it. Just start Alcohol, select the image burning wizard, use the browse button to point it at Knoppix rar file and watch it produce a perfect bootable CD.