Heidisue,
Definitely listen to your knees.
I never, ever had pain in my knees and like you, do mostly kickboxing and a ton of walking.
I don't do step workouts but I started doing lunges and squats at the beginning of this year on a regular basis. I'm fairly sure I was doing them correctly - I certainly checked a zkillion times LOL.
After a couple months of doing squats and lunges regularly, I started to become "aware" of my knees. They didn't hurt (and they didn't hurt when exercising), but I'd just be "aware" of them which I passed off as being that my knees simply weren't used to doing that kind of exercise. So I continued on and slowly I started feeling pressure in my knees - like just as my bottom would reach the seat of a chair I'd feel my knees, or just on the standing up from sitting, or if I sat on the floor cross-legged for very long, I'd feel the strong need to stretch my knees out. Of course I thought, "wow, I'm really working my legs and my knees need to catch up!"
I'm not even talking pain here, I'm talking just mild weirdness...but it was on my mind and I started to wonder if I should stop the squats and lunges.
The next week walking down the street, one of my knees kept locking and I'd have to stop every few steps to bend the leg completely in order to put it back into "gear." That was what did it for me.
Luckily I'd been talking with Jana about her own knee problems (she posted above - Hi, Jana!)...and long story short, I decided to do the Upper Body Bliss rotation
. It's been three weeks of giving my legs a bit of a break, and the locking and funky pain is almost gone. But I can tell you, I'm very glad I stopped when I did.
You might try the lower step as someone suggested, but if you still have discomfort, I'd try to figure out Plan B.