I started to trot out to my car in a parking lot this past Sat, when my knee gave out, it was very painful, I almost fell, when I sit, it seems like it gets worse, if I try to stand, I cannot put any weight on it, when walking its also painful, do I continue to walk on it for rehab purposes? Or am I doing more harm than good? (does not appear to be swollen) but more pain is on the left side of the knee cap on the bone.

Don't walk on it as you will do more harm than good. Try to stay off your feet for a few days to help it heal up.