Knoppix is a free program.... an open-source operating system ... a version of linux

Type:

KNOPPIX

in your favorite search engine

Decide which is the best site that will be used for downloading
Click the download button
select to save download......to somewhere you will not forget where it is...suggest desktop so it stares you in the face everytime you start the computer

The download will probably be an .iso file which is called an Image file. This file type requires a specific program to open the file and convert it to the proper file to be able to copy it (burn) to a CD

IMGburn is a free burning program for .iso files that works with most CD/DVD writers....google for it!

Nero is another burning software program that can convert .iso files and burn them to disc. Nero uses the term image files.

Hope that helps