I would stay stick with knoppix. Btw the new knoppix 4 maxi edition is out. Its a bootable DVD now with 9gb of programs! Anyways, you can mount live linux onto ur hard drive and there are manuals out there telling you how to do it. Infact I think I remember reading somewhere that knoppix 4 contains better ways of doing this but I don't know.
Whatever you try, have fun with linux but being a MS person myself I'd advise staying away from all the codes and stuff, leave that to the pros