Hello, the problem you have could be because of the NTFS file system. I have Windows Me. Windows XP and Koppix in my computer and there is no problem because lilo is installed in the Me partition, and there I select Me or XP. I had some problems trying to start Xp from lilo, so you could make a small partition with Ms-DOS and then reinstall the MBR for XP selecting dual boot to MS-DOS and Xp and then, install knoppix (or reinstall lilo) and the MBR in the dos partition, it may run but you have to select your Xp two times.

Try, it's a little annoying but it works in mine.