I don't know enough about Ubuntu (only installed two days ago), so I can help you along with knoppix.
So, here are the steps after booting into knoppix:
1.) load the ntfs module:
so you can mount the Win drive.
2.) Mount the windows partition - Double click on the icon on KDE should do
3.) Mount the external HD and copy the files over.
Just in case, here are the commands to mount the drives manually from a root terminal:
First you have to find out what the drives are called; fdisk will tell you:
The windows partition is probably /dev/hda1, the external HD something like /dev/sda1.
Create two directories under /mnt, e.g., /mnt/win and /mnt/usb
Mounting the windows partition:
mount -t ntfs /dev/hda1 /mnt/win
And the external HD:
mount -t vfat /dev/sda1 /mnt/usb
Hope this will help.