Before the celebration of Palm Sunday Mass, the priest will typically process in from the back of church to reenact Jesus' procession into Jerusalem.
According to Dom Prosper Gueranger in his Liturgical Year, when the priest approached the doors of the Church, he used to symbolically knock at the door with the cross.
This small knock may not seem like much, but it is rich in symbolism.
The Roman Rite today does not include the knock, but it is still retained by those who celebrate the Extraordinary Form.