I admire your determination!!
an effective way of achieving weight loss is through the use of a heart rate monitor and c.v. exercise. my girlfriend got a HR monitor from argos for about £15 and that works brilliantly.
firstly, work out your maximum heart rate (220 - your age = ..... ) from there work out 65% of your maximum heart rate.
as you've got sore knees try using the x-trainer, this machine is similar to the treadmill but without the strain placed upon your joints from the repetitive pounding. train to 65% of you max. HR and maintain that for however long you feel capable. it will feel like you're doing bugger all, but keep an eye on your physique and you'll see.
as fast_ford_uk mentioned, use attainable targets i.e. 5 minutes on the x-trainer, next week aim for 6 minutes etc. also, consider long term targets i.e. what weight would you ideally want to be? and use a way of monitoring your progress such as taking a picture every month and noting your weight at the end of each week.
seek the assistance of an instructor at your gym if you feel you need one-to-one guidance but feel free to pm me.
all the best!
gaz