You should be able to find this info on the Knoppix Web site. I think they have 2 different distributions, one for running "live" on CD, which you are using now, and one that you can install. Yes, you can dual boot, make sure you install Windows first. If you already have Windows installed on the entire hard drive, you can use a program such as partition magic to shorten the Windows partition, and install Knoppix in the unused partition.
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