Catrin, Your knees shouldn't complain from going into a harder gear. Your legs and lungs may not be able to sustain the effort, but your knees shouldn't be the first casualty. Is it possible that your saddle is too low or too far forward? Adjusting my saddle was what helped my knees when they started to complain.

But to answer your question, if you are spinning fast in a lower gear (you feel like you couldn't spin faster even if you wanted to), that's the time to go into a tougher gear. Just go up one gear at a time until you're spinning fast again, and then go into another harder gear.

Then, when you see that you will need to stop soon (a stop sign coming up, for example), go ahead and down shift one or two gears, so when you are ready to start up again, you will be in the easier gear. Soon, it will become second nature.