Since you don't appear to have a dedicated /boot partition, what you're seeing under /boot when running lindows is not the same directory as /boot under knoppix. Assuming you want to add lindows to your knoppix lilo, you need to refer to /mnt/hda1/boot/somekernel (and similarly for initrd).

When you've adapted your /etc/lilo.conf, run "lilo -v" and pay attention to possible error messages. Lilo will complain if you refer to unreachable files.

Initrd stands for "initial root disk" (or somesuch) and is only necessary if your system needs modules that have not been statically included in the kernel in order to boot (eg scsi drivers or reiserfs support...) For most IDE-only systems sticking to ext2/ext3 FS, one can dispense with it.