Here's a knee pain thread from Mike Robertson:
My advice is to read up on knee problems, find the knee pain thread and if possible go see a doctor. Once you know what's wrong with your knee, you'll know more about what to do to treat it. I had a tracking problem with the patella and now I just include a lot of quad stretching and strengthening to keep the patella in the right place. If necessary back off on the weights until you can figure out what's causing the problem. It beats inadvertently making it worse.