This is from the Kanotix FAQ, but it should work with Knoppix too:
Windows overwrote my Bootsector. How can I reinstall Grub?

We assume there are 2 harddiscs in the PC: windows is installed on the first harddisc, and KANOTIX is installed on a partition on the second hd, e.g. on hdb5.

Now boot the Live-CD:
Open a Terminal and become root with $ sudo root.
Mount the partition where Kanotix is installed (in our example hdb5)
# mount /media/hdb5
Now rewrite Grub to MBR:
# grub-install --recheck --no-floppy --root-directory=/media/hdb5 /dev/hda

(for KANOTIX's version 2005-03 or older use mnt instead of media)

That's it!