XP drive letter assignment has gone, at least for my old D and E drives. Probabily lilo is pulling XP leg, hiding this info. HDA properties under XP shows drive C info with an assigned letter (C) and only shows the remaining partitions capacityes / file system types but don`t gave them letters.
2 things you can try here, in XP. I don't believe that lilo can mess up drive letter assignments in XP, but numerous other things can.

1. Start -> Run -> diskmgmt.msc
From here, by right clicking you should be able to assign/change drive letters.
If this by chance doesn't work procede to step 2

2. Start -> Run -> regedit32
Make a backup of your registry. (This is just a precaution, you don't do anything in XP w/o making a backup)
Browse to HKEY_LOCAL_MACHINE/SYSTEM/MountedDevices
Delete the \DosDevices\D: through however many you have.
Close regedit32
Reboot the machine.
In deleting those registry keys, it forces XP to redetect partitions and assign them drive letters. Drive letters are assigned and registered to certain hardware, so if you have conflicting drive letters, they can often not get assigned.

Is there any way to restore editing lilo.conf manually? Or shoud I run fixmbr from XP CD?
You can edit lilo.conf manually by booting from your knoppix cd, just remember to run lilo afterwards.
Fixmbr will just restore your mbr to ntloader to get windows booting properly again.

BTW, removing slave HD (HDB, where Knoppix is) makes HDA uselless (a series of 01 01 01 01 numbers all around the screen, as expected). Seems that some info on HDA MBR was written ... and I still have acess to this missing partitions but only under Knoppix.
This seems to be normal, I am pretty sure it is a bug, knoppix-installer writing to hda even though you tell it to write to hdb.
The ones and zeros are lilo trying to call lilo.conf from hdb. You can easily restore the mbr of hda by using fixmbr as stated above.

Hope this helps some.

SD