May I add two comments.

From the post, it is not clear to me where to begin. I have a USB flash drive. What is the first action to create a bootable flash drive?
What is the second? .... The last?

Once the iso images of Knoppix or other CDs are downloaded, there is no need to burn CDs to get the files on them. The images can be mounted with command:

mount -t iso9660 -r -o loop knoppix.iso /mnt; cd /mnt; ls

Don't forget to unmount after use:

cd; umount /mnt