A HD install of Knoppix is not recommended as it is not easy to support if you are not an expert or do not want to become an expert. See http://www.knoppix.net/wiki/Hd_Install_HowTo

I assume that your C: drive is partition hda1 & your Linux install partition is hda2 is using the ext3fs filesystem.
Boot the Knoppix 3.9 CD. In a konsole window, at the command prompt, mount the hda2 partition.
sudo mount -t ext3 /dev/hda2 /mnt/hda2
Then you must check to see if the grub boot menu exists.
sudo kate /mnt/hda2/boot/grub/menu.lst

If it doesn't, well it is probably easier to run through the whole install again. If it does exist then you can proceed. You will chroot into the /mnt/hda2.
sudo chroot /mnt/hda2/ /bin/bash

If that is successful then then run grub-install & apply grub to the MBR.
grub-installer /dev/hda

If that is successful, type exit:
exit

Then unmount the /mnt/hda2.
sudo umount /mnt/hda2

Then reboot knoppix via the GUI or with the command:
sudo init 6

if you have any problems with this, then please leave detailed info & questions.
I hope this helps.
James