Somewhere out there are instructions for installing Knoppix on HD. I know this because I followed them and got it running on one of my antique P2 boxes.
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Yep, here it is. At a Kiwi site no less (CamB you should be proud).
http://www.freenet.org.nz/misc/knoppix-install.html
Caveat: this doesn't really detail how to make Windoze and Knoppix co-exist friendily on the same system.