Gordian Knot is the name of a company making locks for house doors. Their motto is "They'll Never Undo This Sucker."
After Rorshach forces an entry into his home Dan Dreiberg called one of their agents (the brother of Milo) to install one of their locks. This does not stop Rorshach doing exactly the same thing again soon after.
Moloch's door also had a lock supplied by the Gordian Knot Lock Co., which Rorschach broke to enter his home after midnight of 21 October. It seems that he replaced it with another (it has a different shape) but Rorschach broke it again the evening of that day, just before he was captured by the police.
Its name is a reference to the Gordian Knot, a legendary knot of such complexity that it could not be untied - the man who successfully did so was prophesied to become king. Eventually Alexander the Great undid the knot by cutting it open with his sword, fulfilling the prophecy through force and not by cunning. In a similar way, although Dan Dreiberg attempts to seal his home with a lock of great complexity, Rorschach is able to break in by forcing the lock instead of trying to pick it.
The reference to classical antiquity and one of Adrian Veidt's heroes may indicate that Gordian Knot is one of Veidt Enterprises' subsidiaries, or it may just be that Veidt's influence has led to a fashion for classical references in industry.