BELIEVE IT OR DON'T DEPT.: There are far too many rock stars who are unable to resist the temptation of turning the back of their album jacket into an oversized greeting card, thanking all of their many sidemen, gurus and makeup artists. But when Bob Dylan rolls out the red carpet, it's always intriguing to see who's made the Great One's guest list. Here's a partial list of the dozens of folks who rated a "special thanks" on Dylan's new "Knocked Out Loaded" album (see Record Rack, Page 90). They include: (pitchers) Sid Fernandez and Steve Howe; (actors) Jack Nicholson, Harry Dean Stanton and Martin Sheen; (hoopster) Bill Walton; (film makers) Alan Rudolph and Michael Mann; (pop moguls) David Geffen and Ahmet Ehrtegun; (eateries) Zucky's and the Stage Deli; (pop stars) Lou Reed, Chrissie Hynde, Randy Newman and Kim Wilson; and a pair of mysterious pals, Gal Shaped Just Like a Frog and Baby Boo-Boo.