I personally don't have knee pain when riding Western, but my mother does. She takes glucosamine daily and that works for her knee pain most of the time. She immediately can tell when she's forgotten to take her glucosamine or when she runs out because her knees start to hurt when she rides!
So I don't know what the cause of your knee pain is, but supplements such as glucosamine and chondroitin might help you.
On very long rides, it also helps her to get out of the saddle and walk for a bit ... or switch horses/saddles when riding with me just to get into a different position for a while and then switch back.
∞•*˚ Βгįťţαňγ ˚*•∞
It is not enough to know how to ride; one must know how to fall.