Knoppix is a live linux distro which means you dont need to install it on a hdd. Just pop in the CD and boot from it and you have linux running.
For any other distro installation, if you dont have much knowledge, try to get a separate hdd or get a free partition or free space , which would make the installation really simple by choosing the Use existing Free space option in the Setup Process.
If you are a newbie to linux, try working on Knoppix first and then move on to linspire or other linux distros.
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