You probably didn't install the bootloader to the mbr and just to the root partition. here is what should be done to install lilo to the mbr (Don't worry, it will see your windows and post it as an option to boot):

Boot with the Knoppix CD. I use cheatcodes
Code:
knoppix 2 vga=normal
but you can boot up however you see if. Gain root access

Code:
su -

Mount the Knoppix HD install partition (I will assume it is /dev/hda3, you have to insert the correct partition #)

Code:
mount -t ext3 /dev/hda3 /mnt/hda3

Run lilo with the following extensions to put lilo back into the MBR as you bootloader.
Code:
lilo -v -C /mnt/hda3/etc/lilo.conf -r /mnt/hda3

If that was successful, unmount the Knoppix HD partition
Code:
umount /mnt/hda3

Then reboot the PC from the KDE menu or use the command:
Code:
init 6