When I first started my knees hurt, my hips hurt. I was hauling around a huge amount of extra weight. To start I got a pedometer and learned that I was taking just about 1000 steps a day. So I increased it to 2000/day the second week and then a couple of weeks later to 3000/day and so on. It hurt too much to walk for a long time, so I would walk for 5 or 10 minutes during my breaks at work.

I also used Leslie Sansone's Walk Away the Pounds. I started with the 1 mile express (15 minutes) and worked my way up.

I just wanted to say something here. The videos are a great way to build your body strength. They are also helpful because they tone your muscles etc. But you should still train yourself to Run. RUnning work out your core. You know you lose the most weight when you work the biggest muscles in you body --- your thighs and stomach muscles. Running does that. I know you will have to build up to that level of running but you should definitely do that.

You body learns very quickly. SO if you have a video you are following then after a few months (2-3 or more for some) you body with get used to that workout. So throwing in running will be useful. With running you can always keep building up. Running will also help you have leaner body -- and not build bulk muscles like you do when you do excessive weight training with heavy weights.
plus there maybe times when you are traveling etc and dont have the video. If your body is trained to run well then you can always do that.

Other wise good luck and keep up the hard work. I wish you reach your goal soon. :)