Wildflower: Forward and walking lunges cause me knee pain once in a while too. I have found that I am able to do a backward lunge with less pain than a forward lunge. Have you tried these and does it also hurt the trailing leg? It may also be that you are too far out in your forward lunge. (I"m thinking yoga here and I know that when I'm in a class and they say forward lunge I'm a lot further out than I would in a strength training session)
Another option while you are working on leg strength (protection for the knees while in the forward lunge) is to work on step ups. It may be that you will be able to strengthen and further prepare for forward lunges by first focusing upon step ups (on a bench) as well as split squats.
I like this vid for the alternating forward lunge because he cues you with the idea of lowering like an "elevator" not an "escalator" Totally makes sense to me anyway:
http://www.youtube.com/watch?v=dJ95qwNaD78
Good luck!






