I just downloaded knoppix straight to the cd. Is there something I needed to do to make it bootable? If so, can I just copy what I burned except make it bootable?
Ok, if you downloaded the ISO right to the CD, it won't work. You will have to copy the ISO from the CD to your computer. From there, doubleclick on the ISO. Your burning software should come up. If not, go into your burning software and "create cd from disk image". Select the knoppix ISO and start the cd creation.

That will create a bootable knoppix disk.

In the format you have it now... it is just one file on the CD. (the image of the CD)
The ISO will create the directory structure and make it bootable.