You don't 'install' knoppix- it's not a permanant thing. It's only there when you boot to the knoppix CD. Nothing is actually installed on your computer- it's all run just from the CD. So, take out the knoppix disk, you get rid of the linux.
If you want something simple, I'd say go with either Debian of Fedora. I've never used Fedora, but from what I've heard, it's pretty simple.
You can try to use the Debian net install, but I'm not sure if it will work with your wireless card or not. To get it, simply go to this site:
http://www.debian.org/devel/debian-installer/ .
There is a set of links with the title : "netinst CD image, with Debian base".
Click on the "I386" link below that. Burn that to a CD, and boot to it.
If you don't want to risk doing a netinstall, since it may not detect your network card, go here:
ftp://sunsite.ualberta.ca/pub/Linux/debian/debian-iso/images/current/i386/ and download those ISO's and burn them to a CD.
It'll ask you the basic questions, and when you get to the part where it asks where you want to install linux, either select the top option, or select the bottom (manually configure your partition table).
Once there, it'll show you a list of all of your partitions. Highlight the one you want, and hit enter. Then, set the format type to EX2, make it bootable, and have the root set to "/".
Once through that, it'll install the basic Debian packages.
Then, it'll spit out the CD and ask you to reboot. It should reboot into your new Debian install.
Next, it'll ask you where you want to get the rest of your packages from. If it successfully detects your network card, select HTTP and pick a region and a host nearby you. If you did the CD, select CD and follow the prompts.
After a while, a menu will show up asking you what you want to install- at the very least, since you're new to the whole process, select the Desktop managers one (should be first on the list) and anything else you KNOW that you'll want.
Let it do its thing, following prompts if it asks you anything. If you don't know any specific value, it'll usually have a default value set up or tell you what everything does.
With any luck, then, once it's done installing it should boot you into a nice Linux desktop manager.
I know it seems complicated, but it was probably one of the easiest Linux installs that I've ever done. In all honesty, it's really not more difficult than a Windows install, it's just that they have different names for things.
Oh, and all ISO's are are CD images. As in, you open up Nero or Roxio or whatever you use, and load that image, and then burn it to a CD. If you want to get rid of the ISO afterwords, go right ahead and do it. All the pertinent information
should be on the CD (unless the burn process fails).