Don't bother downloading Knoppix. Download System Rescue CD (much smaller download, only 100 MB, good CD to have even if you are going to stick with Windows), boot into the CD, at the boot prompt type
then, answer any questions it may ask you. Then, when you get to a prompt, type in run_qtparted.
There, you have a partition magic clone that works just as good. Delete all the Linux partitions and expand the Windows partition over the whole drive. MAKE SURE THE WINDOWS BOOTLOADER IS INSTALLED BEFORE DOING THIS OR THE SYSTEM WILL NOT BOOT WITHOUT SOME KIND OF BOOT CD OR DISK