knoppix terminal server: sudo not working on client

Hi,

I have an host running Knoppix 3.8.1 from CD: I started the Knoppix
Terminal Server on it.

I have another host: I booted it off the Terminal Server using PXE.

Knoppix booted up fine on the client host, but when I tried to start a
root session (su -), sudo didn't work, I got the following error message:
---
sudo: must be setuid root
---

That prevents you running any root task with sudo on the client host.

Here is an excerpt from the sudo FAQ:
---
Sudo must be setuid root to do its work. You need to do something like
`chmod 4111 /usr/local/bin/sudo'. Also, the file system sudo resides on
must *not* be mounted (or exported) with the nosuid option or sudo will
not be able to work. Another possibility is you may have '.' in your
$PATH before the directory containing sudo. If you are going to have '.'
in your path you should make sure it is at the end.
---

Indeed, if I issue the 'mount' command, I see that the /cdrom filesystem
is mounted on the host client via NFS from the Terminal Server with the
nosuid option.

I need to run some root tasks (e.g. mount a local partition) on the
client host.

How can I fix the problem or workaround it?

Thanks.