Bootmagic 8.0 from Powerquest can do that.
I also managed to do that in LILO once. But that was on Slackware 8.0.
I do not know if in knoppix bootloaders you can do this, but it is not needed normally, because if you remove the knoppix-cd, Windows will start.

If you install knoppix on your harddisk, it's another story.