sir ,

i want to install knoppix linux or other linux distribution in presence of windows xp is this can possible means i want make a dual boot of windows and linux like vista and xp

Yes, u can install no problems.
But one thing I want to say that "U can install LINUX after any WINDOWS flavor, but u cannot install WINDOWS after LINUX"

Yes you can boot multiple Operating systems using a boot manager like GAG.
GAG, the Graphical Boot Manager