http://www.intriguing.com/mp/: is a "completely unauthorized, completely silly, and completely useless Monty Python web site!" No wonder it led you astray :-)
However, I musy humbly confess - Google searches for "Knights who say ni" and "Knights who say nih" indicate a majority of credible opinions to be on the side of the Knights Who Say Ni!
I am cast down but not broken. I offer you a shrubbery.
HEAD KNIGHT: Then, when you have found the shrubbery, you must cut down the mightiest tree in the forest... with...
a herring!
[dramatic chord]