You did not answer where the Lilo can be found?
MBR is Master Boot Record, and it is what Windows uses to boot a windows system. Lilo is Linux Loader, and it is the same thing, but for Linix. The difference is, MBR can't boot Linux, but Lilo can boot Windows. Also MBR has to go on the first partition at the very beginning, and you can't change where it goes. Lilo can go anywhere.
I think that is what you wanted to know, and I hope I got it all right!
You did not answer where the Lilo can be found?
MBR is the first sector of a harddisk or floppy where a small program resides that tells the BIOS where on the disk to boot from. Here's a better explanation of Lilo:
http://www.control-escape.com/bootload.html
I haven't used the newest Knoppix installer but older ones at least asked where you want to put Lilo and gave a choise between MBR and root partition. Yes, Lilo can quite happily reside in the MBR where I also have it, (my default is windows but it's my wife's fault). Lilo will also give a menu to boot Linux or Windows. And the answer to your question is: You get Lilo with the Knoppix installation.
If you don't want to put Lilo in the MBR you can use the NTbootloader to run Lilo like in:
http://www.knoppix.net/forum/viewtopic.php?t=11046
The drawback is that you get two splashscreens, first the windows NTldr, and then Lilo, although you can put the lilo timeout to 2 seconds or so that you hardly even see when booting.
EDIT: How about a look at the sticky at the top of this Hdd Install section of this fine forum.
Thanks everyone, for the helpful information.

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