May be this is easier: during installation, install Knoppix boot loader in his root partition.
After that you will have 2 posibillities:

a) to do as you allready says

b) to put in your Grub this:
"title Knoppix 3.8.1
rootnoverify (hd0,x)
makeactive
chainloader +1"

x = Knoppix partition