depend's on what kind of kit you use to connect to the net.
In my case, I have a broadband connection (512k), so I use a modem/router, which is connected to an ethernet NIC, so it doesn't matter whether I use an installed distro, and just configure the LAN (local area network) setting's or whether I bung a knoppix disk in, fire up the system and then I just "configure network card" from the "knoppix menu".
If you use, maybe a cable modem, or a USB broadband modem, it could be possible I suppose, but I wouldn't know how.
Likewise if you use dialup, then it could also be possible.
Have a good search here
for knoppix specific advice.