I installed Knoppix to my laptop that already had Windows ME... yea i know it's pretty pathetic, but better now with Knoppix. Anyways, when I got it installed I didn't have write access to my windows partition, naturally, the first thing i did was try to get it right.

Goto the etc folder and edit fstab with root permisions
Find the line that discusses your new partion (hda1, hda3...)
now find where it says "NOAUTO" and replace that with "rw"
last just restart and it should work fine... I'll put and example below just in case

/dev/hda1 /mnt/hda1 vfat NOAUTO,users,exec,umask=000 0 0
/dev/hda1 /mnt/hda1 vfat rw,users,exec,umask=000 0 0

Hope that helps you out.