I questioned Knight Customer Service about the missing parts/accessories. They told me that this information is outdated (it was in the Owners Manual that I just downloaded from their website) because they haven't had a DVD in the gun box since they took over ownership back in 2010. Oh well, I got all the parts I need to make it go boom.
And boom it did this past weekend when I took it out on it's maiden voyage. The wife is new to pistols and had a new toy, so we spent a lot of time shooting it. Didn't have much time left to shoot the new Knight, but it shot great for the 5 rounds I put through it. Not having windage graduations, it took 3 shots to get it lined up and then the last 2 took it to a bullseye. Next time at the range I'll get it zeroed based on what distance my eyes will let me shoot so I can get ready for hunting this fall.