You can't save your files, because as far as knoppix is concerned, your CD IS the hard drive. It already actually mounts the hard drive... so where are you trying to save the files to? If you look around, under the mnt folder... or a similar folder, you may find the hd1 or 2, or 0.... and try to save there (chances are slim, if your hard drive is running windows [that is NOT FAT]). If you are, however, running 2000 or XP on your hard drive (which, I'm guessing you are), then you might want to try to save the programs to a floppy drive. If you go to a prompt (either through the Xwindows interface.... umn, new xterm or something) and make sure you have privs to do so (might require root access), you can execute the mount command (make sure a floppy is in the drive):
mount /dev/fd0 /mnt/floppy
Broken down, that says "I want you to take the disk that is in the floppy drive, and associate the directory (folder) /mnt/floppy with it." /dev/fd0 is device floppy drive 0 (the first one). Now, if the disk is formatted as a dos or window disk, you may have to tell it that it is so. You can do that with the -t flag
mount -t msdos /dev/fd0 /mnt/floppy
You can (at a prompt) type in: man mount
and it will give you more information than you ever wanted to know about the mount command. Man is the command to load a "manual page" for the command or program in question. I'm not 100% sure that knoppix comes with man pages, so you might have to search the web for it instead. Also, it's fairly important to note, that the mount command doesn't just load floppies.... the mount command loads partitions and devices. So, I was actually able to get my USB drive (Scandisk) to mount in Red Hat Linux (not knoppix, so far). Anyway, I hope this has been of some help to you.