Hi Carlos,
Well done with your progress to week four, that's excellent.
Unfortunately I don't have medical training, and we don't have anyone with medical training on our staff. I hope others will be able to offer you their advice or anecdotes, but I would suggest the following:
Talk to your doctor (general practitioner) about it if you possibly can.
If you are a member of a gym, talk to them about it.
If you have a small independent running shop near you (ideally not a big chain) go and talk to them, and they might analyse your gait. If they seem very focussed on selling you something expensive, then they're probably not very good.
Do some research on the web.
A lot of things like this can be down to how you run and the equipment you use. These things can be fixed, but you need to know what to do, so you need to find someone who knows what they are talking about. Anyway, here's a link I found googling for "knee pain running":
http://www.runnersrescue.com/Running_Kn ... Injury.htm
Also, I would not advice "running through" pain. If you've got pain it's likely your body is telling you to do things a different way
Best regards,
Benjohn