At the top of this web page are a series of tabs. One is labeled Docs. follow that page to install directions. Follow those directions for your install.

specifics on howTo install on your second hd: boot your dvd, when up and running hit ctrl-alt-F1 or 2 I forget which (you will exit the gui), type in knoppix-installer and it should walk you through the install. You can select what drive to istall to most likely you will be installing to /dev/hdb or some partition on hdb. (window is probably on hda1). As long as you select the right hard drive you should have no worries.

BTW I have this same setup, hda1 has WinXP, My second 40 GB hd has 3 diferent linux distros on it (hdb1=knoppix/ hdb3=Xandros/ hdb4=Suse9.1)and I'm going to do a 4th (Gentoo-just for the challenge).

Good luck.