I guess you're already using the XP booloader, so why not get that to boot Knoppix, too?

Never done it myself (I don't use Windoze) but lots of tips here:

http://www.wellho.net/solutions/31828290943.html

http://sdb.suse.de/sdb/en/html/nt.html

http://sdb.suse.de/sdb/en/html/fhassel_grub_nt.html

And I'm pretty sure there is a HOWTO, as well.