Advice on Sore Knees
I'm certainly no expert, but I've had the sore knees experience with running if I suddenly increased either my distance or intensity without gradually working up to it. Is it possible that your sore knees are a result of increasing your workout intensity too fast?
If that's the case, that's good news, since all you have to do is decrease the intensity a little bit. Cathe's videos are so nicely organized that they really lend themselves to this -- you could leave off one of the step sections, or alternatively, do all the sections, but do one low impact. Then gradually build back up to where you were -- and keep going, since there is so much room to grow with her videos! And so many great videos from which to choose.
I'd echo the advice to do some strengthening exercises for your quads and hamstrings. The stronger these muscles, the more stable your balance and your knee joint.
Have fun working out.