Unsupported: You could go into the database and create a guid field in the _base table of your entity and the kb article table, then export the entities from crm and edit the xml to add relationship info. The Case entity would be a good reference for the
xml, because you'd need to write the specific code for the form as well, since it doesn't just use a lookup box.
Supported: Create 2 normal text fields in the entity you're working with, the first one being hidden on the form which would hold the GUID of the kb article entry, and the second one having javascript written such that when it's selected it
could open the lookup kb article dialog.
You should be able to use an iFrame in the form to link to the kbarticle window, where the URL might be something like: /_root/homepage.aspx?etc=127
or maybe you'd need the full URL. Haven't used iFrames much really.
Then the user's selection could be saved into the first field, and loaded the next time they load the form.
Just speculations though :)