nice,
if you are going for Debian, may I suggest Ubuntu (for GNOME interface) or Kubuntu (for KDE interface) or Xbuntu (for XFCE interface... lightweight).
The use of knoppix is as a liveCD desktop replacement as well as a showcase and thus liveCD's tend to be packed with a wide range of programs.
The problem with Debian is they are not the most uptodate distro (but that is very good for servers since deb-based ones are very secure and stable). Ubuntu takes all the good bits of debian and tries to bring a bit more upto dateness about it
WinModems are a real pain I am actually really impressed you got it working
just remember linux is different not harder then windows (my background was Amiga then Unix and when I first got my hands on a windows machine... Win98 it was WTF is this crap and whats with this crashing thing).
My wife actually really prefers my Gentoo:GNOME desktop over the XP on her machine.
there is soo much that people just accept, like PC's are suppose to crash, they are suppose to slow down, they are suppose to be re-installed. Linux is a very big eye-opener and once you get use to the differences some major bugbears will be seen in how windows works
One thing I just hate with windows is the middle-mouse button
in linux I can highlight some text and then goto where I want to paste and just press the middle-mouse! such a time save, cant do that in windows