These are both very good games, however, I have trouble with Castles II. My lands keep revolting and leaving my empire. How can I prevent this from happening? Also, how do I train knights?

Castles. Castles. When you build a castle in a territory, that territory and all its immediate neighbors are locked into allegiance. If it's a Large castle, that territory will give double resources, provided you put more points into production. By the time your empire's settled in, your opponents will also have their castles set up, so you won't have to worry about revolts from overconquering. Of course by that stage, everyone is preparing his armies...so be warned.

You can make Knights when your Military score is at least 6, provided you have the Iron.

And the food and gold.

And the time. And the inclination.