Knoppix desktop issue

Hello. I am using Knoppix bootable CD. I have saved numerous things to the desktop and have downloaded and installed Adobe flash player for Iceweasel web browser. All works fine. The problem is, when I shut down or restart the OS, everything is gone from the desktop and the plugin has to be redownloaded and installed. It seems like it goes back to default once you shut down. Is there no way to save when using cd version? Any help is greatly appreciated.

 

You have to install Knoppix to youur drive , reboot and then make changes to the desktop that will comeup after login. the LIVE version is meant to not make any changes to your system.