Once you boot the knoppix cd open a terminal and type nmap
You'll get a lot scroll across the screen. The last line on the help will be
nmap -v -sS -O
www.my.com 192.168.0.0/16
copy, paste and edit as desired, for example my target is 192.168.99.1
nmap -v -sS -O -P0 192.168.99.1
You can also run nmapFE from a terminal to get a GUI for nmap. Might not be included in knoppix live.
This should get you started with nmap.
I would follow Brian1's advice and pickup a router if you are on broadband.