Normaly you can find lilo.conf in /etc/lilo.conf
But you should know what you are doing
See:
http://en.tldp.org/HOWTO/mini/LILO.html
or on your PC /src/usr/doc/HOWTO/mini/LILO....
(or so..)

Don't make a new lilo.conf, you must use your existing
one and add Knoppix. After this start lilo.

rob