First, back up any data you REALLY don't want to lose. If you have XP installed, it might not survive the partitioning process, so be prepared to reinstall it. If it's an oldie with win95 or 98 it probably will survive.

Next, we are going to try to try to partition with QTparted. It probably has the best chance of not killing all the data.

Boot your Knoppix disk. Don't click on any of the hard drive icons, the HD must be unmounted for QT to work on it
Start QTparted (menu item system->QTparted)
QT parted is pretty straightforward, just use the menus etc & add 3 partitions to the HD:
make one about 4-5 Gig, format ext2 or ext3 for your linux O/S. ext2 is not very reliable but Knoppix will reformat it to ext3 as part of the install.
make one about 500 Meg format linux swap
make one fairly large, format vfat (fat32). This will be your data partition. You can transfer your existing data into it later.

Now cross your fingers & see if Windows will reboot. If it does, great, go ahead & install Knoppix.
If it doesn't, reinstall windows before you install Knoppix. Windows always wants to be installed first.