Well, it's hard to say with so little detail, but it could very well be that you simply installed knoppix to its own parttion, and did not install lilo to MBR. Then you simply need to toggle the active parttion. To that effect, boot off the CD, then type "sudo cfdisk" from a shell prompt.

Otherwise, assuming you installed to hdaN (you need to remember or find out the numerical value of N), you can:
1) boot from CD "knoppix 2" (console mode)
2) cd /tmp; mkdir K; mount /dev/hdaN K
3) chroot /tmp/K
4) edit /etc/lilo.conf (use mcedit if you are not used to vi)
read the lilo man page if you need to
(knoppix normally puts lots of comments within the file)
5) run lilo -v
Pay attention to error messages; if all is well you're set to reboot.

Good luck,

-bald