ok, now I got it

When I first used qtparted (see above) and checked all created linux-partitions with cfdisk they were marked as FAT16-type. (???)

So I used cfdisk instead of qtparted and it worked fine.
(see http://www.knoppix.net/forum/viewtopic.php?t=8363)

I installed knoppix on the second harddrive divided into 4 partitions:
start knoppix from cd
start root shell:
cfdisk /dev/hdb
/dev/hdb1 = swap = type 82
/dev/hdb2 = boot1 = type 83
/dev/hdb3 = anotherboot = type 83
/dev/hdb4 = data = type83

marked /dev/hdb2 as bootable
write all to disk
leave cfdisk and reboot from knoppix-cd
start root shel again
formatted all partitions:
mkswap /dev/hdb1
mkfs.ext3 /dev/hdb2
mkfs.ext3 /dev/hdb3
mkfs.ext3 /dev/hdb4

you can check the result by running cfdisk again (but no writing this time !) - must be all linux ext3 partitions

execute knoppix-install.sh (or knoppix-int.sh für ct-3.4-edition)

selected /dev/hdb2 for destination of installation
wrote lilo into mbr.

so now I can use the old win2k (as long as I need it - hopefully not for very much longer) and knoppix from hd

Thanks to all the other forum posts. Helped a lot !