if it is a front wheel drive car you should check your cv boots. these are rubber boots covering the joints on your front axles. if you look under your car you will see them. there are four. two on each side. look for one that may be broken or split. if you see one, that may be your problem. the boot is meant to hold grease for the axle joints and if one does not hold grease it will wear out and start to make a klunking noise while turning. unfortunatly if you hear it knocking that means the damage is done and the axle should be replaced before it breaks. you will not lose control if it breaks but you will be unable to drive it. if that is not your problem check the backing plates on the front brakes, one may have been bent in toward your rotors and causing a rubbing noise.