I've never understood that either, as far as I understood it, although I wasn't really a fan of the Italians, you would have to train a crusade there and hope you got Hospitallier Knights. Am I right that, on occasion you do get Foot Knights with a crusade in stead of the normal variety?

I'm sorry its been a while since I played but as I've said I assume you'd have to 'train' a crusade on Rhodes.