--Create a partition about the size of Knoppix CD;
-- image the CD unto that partition: 'dd if=/dev/sr0 of=/dev/partition'
--after knoppix is imaged unto its exclusive partition, BIOS-ically switch Off optic drive to avoid contention
--boot..... knoppix treated "as" an optic drive by the BIOS;
--Assumed, it is running by RAM, 'mount another partition with a set of important root folders (/home, /var, /tmp etc.)
--mount --bind those folders; proceed to work with data;
--shutdown: data remains at the bound 'read/write' partition folders.
Do you think it will work? That is silly though for the same mechanism can be handled while running knoppix at CD drive. Yet, this manner you attain two things: Knoppix is ran from HD, and it runs faster now.
Good luck OP.