Hi! I just purchased a clio sport and the same thing happens to me, and I assume everyone else too. I have done some research prior to my purchase and the problem is apparently caused by the front top strut mounts that catch part of the steering assembly. I have been told that the problem is to do with part of the strut top mounts and not the steering itself. K-tec racing in Dorset UK supplys a "performance" pair of strut top mounts to enhance the car and remove this particular knocking noise. I live in Australia but nobody supplies a similar piece of kit so I will be importing a kit soon. Check out http://www.k-tecracing.com/show_product.asp?id=2554
Good luck!
Apexmonkey
February 2009