Your shoes, the surface you run on, hills, weak muscles and overpronation all can affect your knees' health. Some women may be more likely to have knee trouble. If your knees hurt while you run, stop running immediately, and ice them as soon as you get home. Your knees will take the rest. Sometimes motion-control shoes aren't enough.
Hills are out, too.
Stick to soft, flat surfaces. Grass, dirt and even asphalt roads are better than concrete sidewalks. Also, be careful of roads that slope along the side, which can aggravate your knees. Stand on a phone book with your heels hanging off the edge. As you bend down your legs should move away from the center of the body.