Knee Pain Exercises to strengthen your knees

My knee problems always show up when I'm sitting in a place where I can't extend my legs out, especially if this lasted for some time, for example at movie theater, or when using a small computer desk. Once a doctor told me that walking would be good for me. Walked a lot but still having these recurring problems. It's not a severe pain though. I'm wondering if there are other forms of excercise that I could do