alright, I just set it up so that it boots:
1) CD ROM Drive
2) HDD
3) Floppy Drive
(I'll probably change it to Floppy, CD-ROM, HDD when I'm done with this post).
When I restarted after I changed the boot order the CD-ROM Drive just started spinning and the screen went black to that lighter black color that comes up when something is going on a couple times and it just loaded Windows XP again. I'm guessing that I finally have the boot order set up right that I'm doing something wrong with the burning. Here's what I'm doing:
1)Start>All Programs>Roxio Easy CD Creator 5>Project Selector
2)Make Data CD>Data CD Project
3)When it loads I go to: File>New>Bootable CD
4)When the menu comes up for a bootable CD I've already slected No Emulation, HDD Emulation, and Floppy (2.88 MB) Emulation. Floppy (1.44 MB) Emulation is still available and is the only one I haven't tried yet. I really don't feel like wasting another 4 CD-R's to burn Knoppix to so I'd like to know the best emulation to use before I go burning it again.
Thanks

P.S. Thanks a lot to all the guys above who helped me out