At first I tried to get Knoppix working, but in my logs there was no login attempt when I tried to boot it. So I used Ubuntu.

NFS-stuff seems to be a bit complicated. I copied /etc/passwd and /etc/groups from a knoppix livecd und put them in their own folder. Then I pointed SFU in 2k3 to their location.
Afterwards, I remapped windows' administrator account to linux' root und changed the permissions in sharing dialogue from both -2 to both 0.

And it worked. Let me know if that is enough information, I can also upload some screenshots if you do not get it working.