What part of your knee?
Could be bike setup issues, could be you need to stretch or do some sort of other exercise as well as cycling (since cycling targets only some muscle groups, so if you over develop one muscle group it will adversly effect another). Ilotibial band syndrome is quite common in those who have imbalance in muscle development.
There are a few books on stretches for running that might help with knee pain, or try looking up stretches on google. Joe Friels training bible for cyclists also has a section on stretching.