I have knoppix installed on my computer and I installed xfce4 and gdm. I made gdm my default login manager but how can I change the list for available sessions(graphical desktops) to include xfce4? Right now it has fluxbox, kde, etc. So I need to include xfce4.

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....

failing that..

create a file called number in list followed by wm name to appeareg:'03Fluxbox') in /etc/X11/wmsession.d and put this in it:

NAME=Fluxbox
ICON=kde-wmsession.xpm
DESC=Fluxbox
EXEC=/usr/local/bin/fluxbox
SCRIPT:
exec /usr/local/bin/fluxbox

theese may wortk.. they may not,... ive not used knoppix as a hard disk install before so im not sure how it handles gdm