If memory serves, the Bladed Gauntlet in 3.0E was from Sword and Fist -- and the original printing either had an oversight or a typo, in which the critical threat range was 17-20. The damage was ... 1d6 Slashing? Maybe? I have no idea. The important part was the crit threat range.
It was fixed in later printings and in errata.
So, the Bladed Gauntlet was exotic, and it was superior to the Spiked Gauntlet of 3.5E. It's likely your player just wants to use it because of the critical threat range. If it's more for style, I say let him use a 3.5E kukri (martial, 1d4 slashing, 18-20, x2) and describe it as a "bladed gauntlet" instead of a knife.
If he wants an exotic weapon, you could create some interesting house-rule weapons to fill the gap. Maybe:
(House Rules) Bladed Gauntlet. Exotic Light weapon. 1d6 slashing, 18-20 x2. Confers a +1 Shield bonus to AC. Your opponent cannot use a Disarm action to disarm you of a Bladed Gauntlet. An attack with a Bladed Gauntlet is considered an armed attack.
Might be a fun weapon for a fighter who needs to keep a hand free to blow a feat on. It's similar to a Rapier but Light, and you're spending the EWP feat (and limiting yourself to a single weapon choice) to have +1 Shield bonus to your AC (doesn't stack with itself or with the benefit from shields) and the ability to never be disarmed; sounds pretty balanced to me.
