I think you made a common mistake. During the install, you evidently put lilo (the Linux boot loader) on the main XP partiion instead of the partition where your Knoppix install resides.

That wiped out your XP MBR (Master Boot Record)

You need your XP install cd to boot from. Boot the CD. Choose "Repair."

Use the command console to repair it. Choose "FixMBR" from the numerous commands the console will show you.

Good luck,

SakiZ