When you use a live cd, the disc only loads the OS into the RAM so it doesn't touch the hrad drive. Therefore, any downloaded data can't be saved unless you put it on a cd or floppy or other storage media.
As for firewall and viruses, linux has so few viruses that you shouldn't need to worry if a hacker is trying to get through. Yes, there are viruses for Linux, but most are ''theoretical'', or only exist in labs or someone's hard drive.
However, you can install Knoppix onto your hard drive. Just make sure that you backed up any important data before proceding.
I haven't tried this but it looks about right: www.freenet.org.nz/misc/knoppix-install.html
I just burned a Knoppix CD and have been playing around with it. It seems really cool and my surfing is actually faster with it than with XP. But a couple of concerns are...if I am surfing with the Knoppix CD, is there any firewall present? If not, can I turn one on? If I download a file with the Knoppix, will it go to my hard drive somewhere or is it lost in cyberspace for all eternity? Can viruses attack through Knoppix? Or is it truly 100% separate from my hard drive?
-Jim

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