Also have the same problem. There are some complications too (newbie, so bear with me):

1) Laptop
2) No floppy, forget booting from one
3) Booting from CD-ROM doesn't work with all CDs. Some windoze cds don't work. Knoppix CD boots ok.
4) knx-hdinstall runs ok, if knoppix booted in cmd line. During install cfdisk creates partitions in /dev/hdb. Only one HD. Dunno what happened to /dev/hda. Tried going with and without LILO.
5) When trying to boot from HD, after successful knx-hdinstall, bios does not find it.
6) Managed to boot DOS from a rescue CD and run fdisk /mbr. It said there were no HDs.

Bottom line: mbr is totally screwed up. I need to find a way to fix it from knoppix CD.

Help appreciated.