I have installed knoppix and I can not change local time to Great Britain.
KDE has it as GB but because Linux thinks it is EDT KDE shows 5 huors in advance.

I followed the instructions here :-
http://distrowatch.com/dwres.php?res...review-knoppix

And it works but when I reboot the changes have not stayed.

Set the KDE clock to show localtime and use ntpdate to set the time. For ntp you should have dsl or some such connection though.
Choose a server close to you for instance from http://ntp.isc.org/bin/view/Servers/WebHome
This is what I use:
markus@mrk-fujibox:~$ cat /etc/default/ntpdate
# servers to check. (Separate multiple servers with spaces.)
#NTPSERVERS="fi.pool.ntp.org"
NTPSERVERS="ntp1.funet.fi"
#ntp2.funet.fi
# additional options for ntpdate
#NTPOPTIONS="-v"
NTPOPTIONS="-u"

Then do: update-rc.d ntpdate defaults
After reboot the time is set correctly. If you for some reason don't get connected to the net when booting up you can sync manually with:
ntpdate npt1.funet.fi (replace the server with what you've chosen)
Some people use cron to set the time but for a desktop that gets turned off daily this should be enough.

Hi
That does not really solve the problem in that my PC still thinks that EDT is the correct time and by looking at date, I get the wrong time.
The good thing is that KDE now shows the wrong time.

Try running tzconfig or tzsetup to set the timezone.
What is your BIOS set to? UTC?