Check it again, there is comment about browsing knoppix from windows in the docs. See also my post in reply to 'Samba script not working after HD install of v3.3' in this forum.
It is probably asking for the smbpasswd or the winows box ID to log on as a user. You have to have your windos box ID entered as a Linux user and also a samba password for that user. The author of the 'docs' page gets around this by setting the samba 'secure=share' instead of 'secure=user' but this is not very secure. You also have to enable sharing of the Linux directory.