Knoppix and Linux is pretty cool!

You are on your way.

Ok, it sounds like you did a common newbie mistake of overwriting your HDD's master boot record by installing Lilo over it thus trashing the MBR that XP uses.

To fix Windows XP so it will boot again you can easily do this with FDISK /MBR. This assumes you have a DOS disk with FDISK on it. If not you will have to use your Windows XP install disk and have it boot to the command console. It will have commands in it like "Fix MBR" and "Make System Bootable". I haven't looked at it in a while so the wording is probably not exact. (I don't use Windows much anymore)

I think you will need to reinstall Knoppix. But this time, put Lilo on the Linux partition you created for Knoppix. Be very careful about that.

sakiZ