Depending on exactly how the drive is formatted, you might have to use /dev/sda1 or /dev/sda5. If you run GParted, then you should be able to see what partitions exist. Most hard drives use a partition table, so you use a "number" to specify the partition. Most USB drives don't have a partition table, but many do. With a partition table, you need to use a "number" to specify the partition. Without a partition table, the entire device IS the partition.
GParted is included in Knoppix; it's a partition table viewer/editor. If you're using a really really old version of Knoppix, then it'll have QTParted instead of GParted.
Note that /dev/sda may or may not refer to your USB drive. In the past, before the popularity of SATA drives and before the elimination of old style PATA drive naming, you could be pretty sure that /dev/sda would be a USB drive (while the hard drives and CD-ROM drives would be /dev/hda, /dev/hdb, and so on). But today, sda and sdb will typically be the internal hard drive and optical drive; the USB drive may be sdc.