Jenson is right: One can hardly read Song of Songs 5:2 without thinking of Revelation 3:20 (or, at least, of cheesy paintings inspired by Revelation 3:20).  What does Jesus want?  In Revelation, Jesus stands at the door seeking entry, calling to those inside to open He can enter to enjoy a banquet.

In the light of the Song, however, the ardent lover pounds the door seeking entry.  The sexual imagery of Song of Songs 5:4 is obvious: The lover puts his “hand” in the “hole” and excites the “bowels” of the beloved.  That too is Jesus the Husband, who knocks until the door is opened, so He can enter to enjoy a feast of love with His bride, delighting in the banquet that is the Bride herself (Song of Songs 5:1).  He knocks and enters to become one flesh with His bride.

(In Acts 12, Peter too knocks at a door and is greeted by a young woman, Rhoda, who recognizes his voice [v. 14].  Throughout that chapter, he is a Christ figure.  He too enters the house as a lover, or a messenger from the Lover, who has delivered him from prison.)