You can boot with step3 from here: http://www.geocities.com/cyberkabila/main/grubRnD.htm
If I were you, I'd just let grub install to the MBR and use it. There is a windows version also: http://dirk.eddelbuettel.com/quantia...o_winnocd.html
This should also work: http://www.knoppix.net/forum/viewtopic.php?t=4174#19460
To get NTLDR back to the MBR you can do fdisk /mbr for older windows and fixmbr for XP from a bootdisk or wincd in recovery mode.
You can also change to using lilo for knoppix. If it's not included you can apt-get it. To boot knoppix you can check the first link or boot the cd and do:
sudo su
mount /mnt/hdXn (your / partition]
chroot /mnt/hdXn
mcedit /etc/lilo.conf (check the options)
lilo -v