Never bend your legs to a point where your knees stick out past your toes. That puts a lot of pressure under the kneecap. This not only applies to the following exercises for knee pain, but also when you're stretching or doing aerobic activities such as step aerobics.
Stand about 12 inches away from the front of a chair with your feet about hip width apart and your toes forward. Bending at the hips, slowly lower yourself halfway down to the chair. Keep your abs tight, and check that your knees stay behind your toes.
Side-Lying Leg Lifts
Wearing ankle weights above the knee, lie on your left side, legs straight and together, with your left arm supporting your head. Keeping your right foot flexed and your body straight, slowly lift your right leg to about shoulder height, then slowly lower. Repeat with your left leg.
Short-arc Knee Extensions
In the same starting position as the straight-leg raises, put a ball (about the size of a basketball) under your left knee so that your leg is bent. Slowly straighten your leg. Hold, then slowly lower. Repeat with your right leg.