Knoppix is a live CD distro that allows you to also install it to your HDD. It is probably one of the fullest featured Live CD available. I like it for
1.) testing newly built systems, burining in the hardware
2.) teaching people about linux
3.)recovery of crashed systems (windwos...OMG!!!11!!)
Some of the original Knoppix distros were in German, so you had to specifically tell the kernel to boot in english. The newer ones don't require that, at least to the best of my knowledge. They keep it pretty up to date with kernel versions, software versions, and hardware support. unfortunatly, the latest is more a live dvd than it is a CD
As for Dependancy....If you install GIMP on windows, you are required to install GTK first...that's a dependancy