Just got done installing Debian SID from Knoppix CD 
LILO has changed alot! there are 3 kernels to choose from at bootup: vanilla (safemode) , Linux kernel 2.4, and Linux Kernel 2.6, and whatever flavor of Windows you have
Put in the CD, restart my system, type sudo knoppix-installer, and thats IT!!! complete opperateing system includeing a bunch of applications in under 30 minuets, while playing Netris 
(I have had my hard disk already partitioned see footnotes *)
No loading device drivers afterwords,
No Configuring system at all…
All of KNOPPIX applications are installed along with it, including
WINE!!! all you have to do is pick it from the start menu, and it is all ready to use!!! 
I ran a few windows applications from LINUX today 
I got texture maker somewhat working and also notepad… I am going to try some directX and Open GL applications in a while…
also with Full install you get more ways than one to view your windows…with numerous window managers 
unlike the Live CD which only lets user use command line, and KDE.
the full install also includes:
Windowmaker
IceWM and IceWM session
Fluxbox
and a few other window managers…
have fun all 
*Partitioning a hard disk will erase all data on it, in all partitions. If you have not done this before I suggest reading up on the subject, or getting an experianced Linux user to do it for you…I screwed my system up a few times formatting over windows… Backup your system first!!!
If you wanna just blaze a trail on your own, here is a simple partition scheme for a install of knoppix Linux.there are thousands of ways to partition for linux, there are even entire books on the subject… this is just real simple and easy…
First partition (hda1) should be windows, on some systems this is a requirement. you have to specify NTFS and Bootable for at least 1 of your windows partitions (most people only have 1)
second is the Linux boot partition (HDA2), I did mine 100megs…this should be formatted into EXT3 file system.
third is the swap partition(HDA3), this partition should be double the amount of system ram you have, plus +25 megs just to be safe. too small will make it slow… too big will waste space… this partition should be formatted as a LINUX SWAP partition.
The last one is where the ROOT file system belongs(HDA4)… I would say to give yourself at least 5 gigabytes to play with… if not more.
Debian SID install from knoppix CD is around 2 gigs, so be sure to leave a little room for the custom applications and games you want to install… this partition should be the EXT3 file system…
Thats it! on the knoppix CD there is a few partition utilitys…
I suggest QT parted, it has a GUI, and is easy to use.
from console can use CF DISK also, if you are used to using Fdisk in DOS you will be right at home with CFdisk in Linux, almost Identical to dos Fdisk, but can format hard disk to almost every computer format known to man (Amiga, Commodore 64, Atari 800,windows,Mac, SCO, free BSD…)
after you are done partitioning disk, install windows first, in the first partition C:, after it is done installing windows, put in knoppix CD and install linux. put LILO in the master boot record (MBR) and all should be fine 
if all fails, you wiil be able to use windows installer CD to merge all partitions back into 1 and re-format, and re-install…