You can install Knoppix on your hard drive. Boot up Knoppix, and open up a konsole terminal. Then type in the command:
sudo knoppix-installer
Knoppix.net has a lot of good documentation, including a detailed explanation of
knoppix-installer.
There are three different styles of Knoppix hard drive install. Unless you have a special reason to choose otherwise, choose an "old fashionned Debian style" install. This will give you what is essentially a Debian system with a lot of Knoppix tweaks.
OTOH, a Knoppix hard drive install is a little touchy when it comes to updating software. You could instead go for a true Debian Sarge install (currently, Debian Testing). It won't have all of Knoppix's tweaks, but you can customize the interface to look like the Knoppix you're used to if you really want. (Knoppix itself is a highly customized Debian.)
To install Debian Sarge, you'll want to download the minimal Testing CD iso if you have a fast internet connection.