There are a lot of ways to make walking burn more calories, but a wonderful exercise for people with joint issues is swimming, especially warm water swimming.
To find out if there is a warm water swimming program in your area, contact your local department on aging and/or disabilities (In our area, it's called the Aging and Disability Resource Center), or local chapter of the Arthritis Foundation.
Here's info on Arthritis Foundation sponsored water exercise programs.
http://www.arthritis.org/aquatic-program.php
In some programs, you need a doctor's referral to participate, but your knee problems would qualify you. Usually the cost is fairly low, and often insurance will reimburse. Medical savings accounts also usually cover it.