Because NTFS is an encrypted file system, Knoppix can read it, but cannot safely modify it. There are special cases where Knoppix can write, but they are limited to Exactly replacing a file. This is a general Linux problem because Microsoft would rather not have you read it at all!

Your alternatives are to reinstall XP with Fat32 instead of NTFS, but I've heard that there are drawbacks to that on large drives under 2K and XP [but not 98-ME]. Or, you could get a disk program like Partition Magic to resize the NTFS partition and make some free space into a FAT32 partition which would be readable by both OSes.
Having a partition readable by both OSes is a great feature. Most of the general software available under Knoppix is also available under windows...so you can use OSS even if you need to be in windows!