Jachut

The best thing you can do for yourself exercise wise is lose the self consciousness! My husband is so embarrassed to be seen exercising that he just wont do any (and he's not even more than a few pounds overweight). Good on you for having a go on the treadmill, stick at it and eventually you WILL be really running.

If you injure yourself, you'll be stuck at home doing nothing! So try not to feel embarrassed.

the only other thing I could suggest is that knees are very dependent on good balance between hip and foot muscles, the entire leg works as a unit. Knees are knees, and they do cause problems, but lots of squatting and lunging to build strength in the hips, glutes and thighs, together with lots of stretching of the hip muscles to avoid tightness gives you knees the best chance of not being injured.