Thanks Jacky, I completely misunderstood what he was saying there.

Top try to answer the original question, you can't format a NTFS partition with Knoppix. However, you certainly should be able to remove all of the existing partitions, which should make the disk suitable for a new install of a Windows distro that will create the NTFS partitions. Try fdisk or qtparted (I stay away from qtparted because too many people report destroying partitions with it, but in this case that's just what you want to do).