depending on your distro gdm can work compleetly differentally...
first off check if you have a .xinitrc file in your home directory/... if so take a look round that....
create a file called number in list followed by wm name to appear
eg:'03Fluxbox') in /etc/X11/wmsession.d and put this in it:
theese may wortk.. they may not,... ive not used knoppix as a hard disk install before so im not sure how it handles gdm