You should be able to start your knoppix HD install from the CD with the bootcode 'knoppix root=/dev/hda5 noinitrd ro' (replace hda5 with the correct partition for where you installed knoppix to (hdb1?)).
Then check /etc/lilo.conf. If for the line 'boot=/dev/hd??'. Lilo should install to the MBR of whichever HD is specified there. You can install lilo from the HD install with the command 'sudo lilo'.