Advise Please..Why do my knees hurt after running?

Hi,

So I know the answer is likely to be a loud resounding - "Because you are doing it wrong!!!!"
But that is fine, please tell me how to get it right! Any tips on technique or how to avoid this would be greatly appreciated!

I have been running on the tread mill for the last few weeks, I'm new to exercise so I am starting off slow. I have been running for 5 minutes and then walking for 5 minutes and then repeating, mostly because I am quite unfit and fear I may collapse otherwise!
I find that the next day my joints are quite achey, my knees in particular feel quite sore, to the point I have to avoid running two days in a row. I had thought this was just because I am new to running and haven't built up much strength in my legs, but I have seen a few commenters saying this shouldn't happen..

Am I just a heavy footed, awkward runner with no co-ordnation or is there hope for me yet?
(If I could embed a gif of Phoebe from Friends running with her flailing arms I would)

Thanks for any guidance :)

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