Frustrated with knee problems...need help!!?

I have had knee problems ever since I was really young. I am 25 now. It seems that every time I start getting active (running, working out at the gm), within 2 weeks of starting I am in sooo much pain with my knees! I have been to doctors so many times but never really get a reason or a solution to the problem with my knees! The only thing I have heard was that my knees may be degenerative and I may have a calcium deposit in it. I am hesitant to go see a doctor again because it is sooo aggravating but now I don't know what else to do! I started doing a little bit of running (not much at all), and now my knees are worse than they ever been. I have been wearing a brace on one of my knees because it is pretty much nonfunctional! Should I go see a doctor again or just see if it passes and stop all exercises that has anything to do with my legs?