Is this just a thing that runners have to put up with? Am I doing something wrong?
I've been running around 4 months now and my knees have had pain/aches pretty much since day one. Even with supports and even when I had a 2 week break it didn't go away. Its nothing I can't handle at the moment, but not sure if it will get worse if I continue running 3 times a week.
Do I just carry on or am I doing long term damage?
David, have you got good running shoes with good cushioning? Maybe sort those first and have a gait analysis done. I would not let it go on.
I have some good New Balance running shoes I bought during c25k. My knees don't hurt when I run, just afterwards at certain times.
What is gait analysis and how do I go about getting it done?
David, I have new balance, good shoes, shame you didn't have a gait analysis when you bought them, you run on a treadmill for upto 30 secs and a video clip is taken of your feet from behind while you run, so they can see how your feet pronate to determine the type of shoes you need, you can get it done for free at a good running shop that has the machine, your not obligated to buy any, but best to give an impression that you are interested in buying some.
You could also check to see if it's a tight iliotibial band
Get it checked ! It could be the sign of an underlying issue. You could also try the knee strenghthening exercises available on the NHS Livewell site.
(My underlying issue is moderate osteo-arthritis but with custom insoles I no longer get knee pain when I run.)
I was offered insoles when buying the trainers, perhaps I could just try some standard ones to help cushioning?
It depends if the problem is due to cushioning or alignment. Cushioning will help if there is no underlying problem with alignment. I'll let others reply on gait analysis - but my problem was diagnosed by xray and fixed by a podiatrist - so a GP visit was my starting point.
Can I suggest looking up knee strengthening exercises? I have just spent a couple of months on IC due to misalignment of my knee and then ankle. I had to go to a physio several times who recommended knee strengthening exercises and also a foam roller (around £12 delivered online).
There are numerous YouTube videos for knee strengthening and also for using the foam roller which gives a massage very similar to a sports massage. I'm only right at the begining of my C25K journey but I hope I can pass on the knowledge I've gained from ending up on the IC.
Thanks for the great advice everyone. I have lots of options to go and try out now. I may pop back to update on results in case anyone else is in a similar position.
You could try gel I sold in your trainers for an extra bit of cushioning. Also quad strengthening exercises are a must! Good luck 
Hurt my knee apparently
Will my knees stop hurting?
I have hurt my knee!!!!!
Knees and Hips hurting. 
Is it normal for my knees to hurt after running? 
