I did manage to use a debian kernel image with Knoppix 3.3 but as baldyeti said, it's easier with Kanos kernel. AFAIK Kanotix kernels don't work with Knoppix 3.4 though.
I messed around with kernel images last winter and IIRC I had to do something like:
cd /boot
mkinitrd -o linux-2.6.8.gz
And change the kernel line in lilo.conf to point to initrd=/boot/linux-2.6.8.gz