I set the treadmill to an incline of 1. Before I started doing that, my ankles and knees bothered me as soon as I started running on the treadmill. I found that having a small incline (for me it's a 1 but .5 might work for some) on the treadmill feels much better to me.
I am not sure why but my thinking is that the incline is a bit closer to the unevenness of the road, which may be more of a natural feeling to my body than a flat, even surface.