I just started step aerobics and my knees really hurt. Am I doing something wrong or is it because I've never used the knees in that way?

Step aerobics can be more stressful to your knees especially if you have only done walking workouts in the past. Make sure you keep one foot on the ground (or step) to minimize the ballistic or pounding component of step aerobics. Also, don't go too hard too soon. You may have to keep your exercise time down to 20 minutes or so and then slowly build up by adding 5 minutes per week. This will help to keep your knee pain to a minimum! Dan