Knoppix doesn't have NTFS-write support (or if it has, it's highly experimental and is more a risk than anything); for FAT32, you need to edit /etc/fstab and change the lines for your fat32 partitions to have "rw" instead of "ro" (I'd need to see what they say in your case to tell you exactly what to change, though). I'm pretty sure that there is a way to have it load itself into RAM so that you can keep using your cd-burner, but if it's not the case, your best bet is to have another computer on the network on which you can transfer files (by setting up a simple ftp server for example) or use an usb drive.