I Know What I Saw had it's premiere on The History Channel (USA) recently. By all accounts filmmaker James Fox has made highly watchable and very well made documentary. Fox has been on CNN a couple times, co-directed Out of the Blue and organized the National Press Club Event on UFO's in Washington D.C. with former astronauts, military people etc.. in 2007. As far as UFO documentaries go, this is apparently the one to watch for 2009.
You can pre order the DVD direct from the production company.