Welcome, Chris!
Icy Hot and Ibuprofen are my best friends. Knees, ankles, hips, shoulders, neck, back in general -- arthritis
When I first started walking a lot ,several years back, I actually worked with a trainer -- pacing, stretching, form, the correct clothing, the correct shoes (you wouldn't believe what a special science it is to find the right shoes!).
When my knees began swelling every time I walked, I iced them and got a referral for a physical therapist. More work on form and specific stretches. And she MASHED on the arthritis!! Painful as all get out, but it broke up some of the "spurs" that were forming.
Depending on your age and the reason your knees hurt, losing the weight may indeed help.
My suggestions via experience: Talk to your doctor, and go to a store that specializes in RUNNING shoes. Usually, serious runners are employeed there -- ask them to watch you walk and help you pick out a pair of good RUNNING shoes that fit well. (Be prepared to spend up to an hour and possibly as much as $150. It DOES make a difference.)
Dogma -- have you seen a doctor?? A friend of our had a pinched nerve in her back that affected her legs. It became quite serious and, unfortunately, permanent before she got herself an appointment. Not to alarm you, but I don't mess around with pain anymore after knowing her story.
Here's to our mutual success!!
Diana