This only happens moments before the Dinosaurs return! Run!!!
Knoppix, cool
Anyway...
Look for a file called /etc/inittab in Linux. There will be a line that looks something like:
id:3:initdefault:
Change the 3 to a 5.
Or if you like it to start in command, and want to then start up the interface you are talking about you could login as root, and then type:
kdm
This will start that familiar interface you have come to expect from a quality product from Linux
HTH
Cool