QEMU is an excellent tool for testing your ISO. It's a machine emulator that enables you to test your Live CD without having to (re)burn an actual Live CD. There is no reason not to use it — it will save you a lot of time and coasters. You can either apt-get it:
# apt-get install qemu
Or you can download it from http://fabrice.bellard.free.fr/qemu.
Using QEMU is very simple. It is a command-line tool, showing on your host system what would happen if you tried to boot your newly created Live CD. Here's the command:
$ qemu -cdrom /home/knoppix/my-livecd.iso
Once your Live CD works as planned, you can start burning the ISO using your favorite CD recording software. Knoppix comes with the excellent K3B CD/DVD burning suite that will make this easier.