Well it probably saved it to the knoppix home directory. Unless you change the read/write privlages of knoppix you coudn't of saved it. and with you being a newbie chances are that you didn't tell it to enable writing to a NTFS file system.

Its probably just chance that it happened after you used knoopix. What kind of RAID config are you useing? if its (I think) RAID config 1 (which is where one dirve exactly mirrors the main drive) then take one of the drive out and try booting up (after undoing the RAID of course) Its probably a hardware rather then software problem.