To be able to run a live Linux CD (as Knoppix) on a machine with Windows already installed you have probably in the BIOS Setup given the CD the highest boot priority.
With a stubborn PC this might sometimes not be enough. Sometimes you have to disable the hard drive (where Windows resides) as a bootable device. If you do this it may in some cases cause the hard drive not to register. And as a consequence not mount. This has happened to me. It will do no harm checking out.