Did you let the knoppix installer proceed with lilo? If so, it might be installed, but another boot partition may be left active from fedora. Check with (c)fdisk that the partition onto which you installed knoppix is (the only one) marked active. If that does not suffice, post the result of "fdisk -l", and possibly your /etc/lilo.conf file. Alternatively, you could also edit the menu.lst file from your apparently working grub copy, and add your knoppix kernel there...