that depends on if you are trying to co-exist install to a part of the hdd or you don't mind killing of the win98se and using the whole drive for Knoppix.

seems, you can copy all the files from the cdrom to a directory and , in effect, run 'from the cd' but run from the hdd. not really a hdd install.

doing the
sudo knoppix-installer
it 'need' a linux swap partition and a ext2 or ext3 partition to install to.

tell us more, so wiser heads than mine can help some more