First thing you should do is go to the Knoppix web site and read through their instructions. Then you should be able to create a boot disk from the /images file on the cd. Create that and then boot your machine. You should then be prompted as to what kind of installation you want i.e. dual boot or single (I assume dual boot in your case). After that you should then be directed to a screen that allows you to choose the hard drive (labeled as hda, hdb, hdc, etc.....hda should be the first primary partition on your master primary hd and then the hdb should then be your first logical drive on the extented partition on the master primary hd and so on....) Choose which hd you want to instal to and then create your swap file first. The swap should at least be the same size of your ram or double (I used double) and the rest should be your / (main directory, no c

which I used filesystem type ext3. From there on in you should be able to choose your hardware if not detected and then the packages. I am strictly a Windows person myself but I am currently in a class that is teaching Linux. I installed RedHat 7.2 on my machine and the install was quite simple. Now, managing the system and upkeeping it, that is where the true head ache begins!!! I haven't yet figured out how to make my Windows pcs and linux communicate but I am working on it. A member named JKrohn has been quite helpful in all my problems.
GOOD LUCK!!! I would buy a case of beer/alcohol (yes case of alcohol) now to consume durring the whole learning process.
Not very GUI sensitive, most of your settings are adjusted through the terminal (command line) so that is where the true headache is!!