OK, this is what I'm going to try to do today:

*** A: Get KNOPPIX BOOT Disks Ready ***
Step A1if you have a linux box)
cdrecord knoppix.ISO and dd boot-en.IMG
or
Step A1if you DO NOT have a linux box)
burn knoppix.ISO with EasyCD Recorder and copy boot-en.img to a disk with rawrite

Step A2:
Find and download loadlin.exe from the NET to boot disk

*** B: Use above disks to setup any PC (including this one if its NOT a linux box) ***
Step B1:
Boot CD with boot disk, mount hda1, make it rw

Step B2:
mkdir /mnt/hda1/knoppix
cp /mnt/floppy/loadlin.exe /mnt/hda1/knoppix
cp /mnt/floppy/vmliunuz /mnt/hda1/knoppix
cp /mnt/floppy/miniroot.gz /mnt/hda1/knoppix
cp /mnt/cdrom/KNOPPIX/KNOPPIX /mnt/hda1/knoppix

Step B3:
Use WIN95 to make bootable DOS disk and place autoexec.bat in it with the following lines (note, loadlin line is one line).
c:
cd \knoppix
loadlin vmlinuz ramdisk_size=100000 init=/etc/init lang=en vga=791 initrd=miniroot.gz screen=1280x1024 BOOT_IMAGE=knoppix

*** C: How to boot PC from now on ***
Step C1:
Reboot without CD but with DOS system disk.