at least what I've learned, it isn't possible with Knoppix unless you copy (at least something of) it to your HD, in other words, install it to your HD. I tried to burn a few files to cd and after the burn process (I didn't use source cd) it ejected _both_ of the cd-rom drives of the machine and caused Knoppix to jam up...after that I needed a reboot.
altough, if you wish to burn from cd to cd, just do (I assume you have free HD space on some, say windows, drive enough for a cd iso to be created) this:
1) put in your _cd-recorder_ the source disk you wish to read. choose your HD (like some windows partition or whatever that has enough free space) as the directory where the isos/temp-files are created
2) burn the disk as a iso-image to the HD directory
3) eject the _cd-writer_ (DO NOT EJECT READER, WHERE KNOPPIX IS)
4) put in an empty cd-r(w) disk
5) CHECK THAT YOUR WRITER APP DOES _NOT_ EJECT CD AFTER WRITE so that it won't accidentally eject KNOPPIX cd too, if it happens to do such funny things
6) burn the iso-image from the HD to your cd-r(w) and after it, remove the iso-image
7) you're done and didn't need to eject your drive that had knoppix-disk inside
this is a true problem with knoppix, that one can't eject the cd.... :/ good I don't use it myself. I gave it to my lil'bro because he likes linux too, but can't install it to our other pc (it's not his).