ou could save your home directory and the configs with the two comands (in the kde menus).
that is: klick yourself to these.
K-menu > KNOPPIX > Configuration > Create a persistent KNOPPIX home

AND (taken from the faq at http://www.knoppix.net/docs/index.php/FaqUsing )
directory

Go to the K-menu > KNOPPIX > Configuration and choose "save config", you can save to floppy or to an already existing partition on the harddrive. (on a windows partition s fine)
sadlt that about wndows only aplies if you do NOT have NTFS on the partition.
if you save to hdd you can reload the configs with the cheatcodes

boot: knoppix home=scan myconfig=scan (or give a correct path)
hope to help OErjan