Ssh-agent and KNOPPIX
In order to use [ssh-agent] with Knoppix, or any system, you want it to be started up during X11 initialization so the right environment variables are inherited by all applications. In order to do this with KNOPPIX you should....
...you have to flail around the Internet or the documentation hoping to run across an up-to-date answer that works. So far you won't find it here.
But I do offer the story so far in hopes that it will attract attention here and get this page updated with the right answer.
One informative site, with answers that at least used to work with SUSE linux are at http://www.topology.org/linux/kde.html But there is no $HOME/.xsession file in KNOPPIX 3.4, it doesn't seem to read it if it is there, and there no model to work from at /etc/X11/xdm/sys.xsession
/etc/X11/Xsession.options already has "use-ssh-agent" but that seems ignored.
A friend writes: It looks like it is trying to do the right thing and use ssh, but I think it is configured wrong. There is a directory /etc/X11/xsession.d, and in that dir are a bunch of scripts whose names start with 2 digit numbers. xsession runs those scripts one at a time. There are a couple (why two?) of scripts that setup ssh. Unfortunately, their numbers are greater than 50, and 50 is the number of the script that actually starts all the X stuff. It looks to me like the script numbered 50 should be renamed to 99 for ssh to work right.
In KNOPPIX version 3.4, the situation is a bit different, but with the same effect. The file 45xsession starts X11 up, and doesn't use the $STARTUP convention used by latter scripts like 90xfree86-common_ssh-agent
A freedesktop.org standard for how to incorporate ssh-agent would seem like a good idea. See e.g. http://freedesktop.org/pipermail/xdg/2003-May/001639.html