I downloaded a port knocking script from http://www.zeroflux.org/projects/knock
It downloaded a file knock, which is a Unix Executable File. When I double click on it, it runs the Terminal, where it writes
Last login: Thu Nov 1 12:19:53 on ttys003
Admins-MacBook-Air-3:~ me$ /Users/me/Desktop/knock ; exit;
usage: knock [options] <host> <port[:proto]> [port[:proto]] ...
options:
-u, --udp make all ports hits use UDP (default is TCP)
-v, --verbose be verbose
-V, --version display version
-h, --help this help
example: knock myserver.example.com 123:tcp 456:udp 789:tcp
logout
[Process completed]
But I would like to run it in Terminal using knock [options]. How do I do that?

knock --daemonfor OSX in the downloaded package, it's only the client. – patrix♦ Nov 1 '12 at 13:23