This is interesting because you're the 2nd person who said they'd installed Knoppix and ended up with a GRUB prompt. I thought Knoppix installed LILO by default.

In any case, when you see GRUB on your screen, it's waiting for you to enter commands. GRUB is like a little shell. Assuming you've installed Knoppix on the first partition of your first (master) hard disk, aka hda1, then try this. At the GRUB prompt, type (press enter at the end of each line):

> root (hd0,0)
> kernel /boot/vmlinuz root=/dev/hda1 vga=773 ro
> boot

Does that get you into Knoppix?