[link|http://www.colinux.org/|http://www.colinux.org/]
Looks like a good start, may actually be better than Cygwin. It is something I can look into to avoid having to dual-boot both Windows and Linux.
Anyone else used it yet? Seems to support Knoppix I think.
Edit: From the read of the page it supports the Japanese Knoppix, can use Cygwin, and from a visit to the SF site it only exists in source code format. Something to keep my eye on for when they make the English version of Knoppix work with it. :)