eth0 won't be your wireless interface, but the ethernet interface.

if that is the only interface you are getting, you need to install your dirver and that is different depending on what you device is.

About knoppix I can not help. Never used it. About Ubuntu -> Please give me the version you are using and the type of wireless card (make & model). Installation differs for different versions.
Once we have this info I should be able to help.

Update
Sorry - had to attend to customer. Ubuntu supports NDISWrapper which allows using a Windows wireless driver under Ubuntu.
For help go to System -> Help and Support -> Internet -> Wireless Networking -> Using Windows Wireless Drivers.

That should get you going in most instances.
Hope that helps.