I had knee problems when I first got clipless pedals. I went back to the bike shop and they changed the cleat angles and since then everything has been fine.

Basically I rode the bike on an indoor trainer while the shop owner/bike fitter extraordinaire watched me pedal, and periodically he had me stop pedaling so he could adjust the cleat (with my foot still on the pedal). I think he might have used a special device for it - it was years ago so I don't remember the details, but I think they called it a RAMM fitting or something like that.

If you got to an LBS that is good at bike fitting they should be able to help you with this.