Blazux Live CD is just made for fun, DON'T USE IT ! Seriously, just don't.
If you're still reading :
- it's just a modified version of the Arch Linux install disk, if you want to install Arch Linux use the official disk not Blazux.
- it comes with a bunch of software related to security, if you want to perform some pentest, use Kali not Blazux.
- it also comes with some media related softwares, if you want to listen to music with a live CD use anything you want not Blazux.