You're lucky that wine works that good
But I think you don't have the correct driver (=kernel module) for your 3d rendering features of your video card, and XFree86 certainly isn't configured to use them. The XFree86 is located at /etc/X11/XF86Config, you might need to change the settings there. (the file isn't hard to understand, but it's a little confusing for the first time). Kernel modules are usually installed in /lib/modules/ ...and I doubt knoppix allows you to install things there.
The keywords you might want to look/google for, are DRI (direct rendering infrastructure
), and libSDL (standard directmedia layer library
) Those libraries should be installed for a lot of 3d apps. (DRI is a part of XFree now)
Wolfenstein also has a native Linux version
So you don't need Wine at all. I've even seen native linux versions running faster en smoother then the Windows versions.
(unreal tournament surely does) For some serious Direct3D applications, you might want to look for WineX. You can choose to order an release, or download the CVS yourself, and compile it manually.