Apparently, not everyone in Russia was dying to develop democracy. In fact, the leadership likes to assume in times of trouble that the KGB was never disbanded, Yeltsin used their strong-arm tactics just as effectively as any Soviet premier.
Knight does write an interesting book, but there are some major flaws. I was reading this book for enjoyment, and found that it is about as dry as the vellum the Constitution was printed on - I fell asleep quite easily while reading it. That's not to say I didn't think it was good, I just wouldn't read it if I was suffering from insomnia. The second flaw isn't Knight's fault: this is an account of the first 4 years of the Russian Federation and the Commonwealth of Independent States through the eyes of the former KGB - what about the time since '95? Perhaps a post-Yeltsin update is in order. The third flaw is that Knight's research was primarily Russian newspaper and other media sources - so if you're interested in international espionage for example, the Russian media didn't cover it all except for the Aldritch Ames case.
However it does have its good points, and is a great source for anyone wondering whatever happened to the KGB. I wouldn't drop everything and get it, but if you can find it it is a good enough read.