Hi, you can check out this wiki:
http://www.knoppix.net/wiki/Win_Partition and follow the steps.
i'm using the technique at work since i dont have a cd burner and i can't make a new partition dedicated to knoppix. you can use a usb drive to save your knoppix settings and other stuff. :P
you can also review the post i did about your concern:
http://www.knoppix.net/forum/viewtopic.php?t=20959