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<div class='quotetop'>QUOTE(mad_pc_man @ Aug 25 2007, 12:41 AM) [snapback]306563[/snapback]</div>

PS How did you find this?
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First I used a search engine with something like game colour knight (don't know exactly, my Firefox crashed a few days ago and after digging two hours the only thing I couldn't recover were the used search (and some other input) terms). I found a guy apparently searching the same game here. He mentions BBC Microcomputer, so I went to Wikipedia to check if it is started via Shift+Break. It's not described in the article, but there is a nice picture. Now I had to find the game, so I went to the Wikipedia Category:BBC Micro and Acorn Electron games. I went through the list clicking on games with (felt) "appropriate" titles. The fourth one was Dread Dragon Droom. The respective article says "princess", "divided into a number of chapters" and "Chapters can be practised individually". Then I downloaded it from the site mentioned at the end of the article, played it and found the chapters described by you.