I finally found the answer so I'll post it for future answer-seekers.

The key is that the versions of xchat and gaim included with Knoppix 3.2 use gtk-2.0, not gtk-1.x. So you must get gtk-2.0 themes, and symlink them from their location, to ~/.gtkrc-2.0. They will then apply to any gtk-2.0 applications you run.
(To do it with gtk-1.x themes, you just install to /usr/share/themes or whatever, and symlink from their location to ~/.gtkrc.)

OR you can get gtk-theme-switch *2.0* and install from source or a .deb package since it doesn't appear to be in the apt-archives (at least, not without adding new sources to the default list).