Thighs ache when working out?

For some time now, when I climb stairs, walk uphill, or try to exercise on a stairmaster or eliptical machine, I have been experiencing extreme discomfort and aches in my thighs. The pain is a little above my kneecap on the front portion of the thigh. It makes it very difficult to exercise.

I've been trying to lose weight for a while now. I stand 5'6 and weigh about 250. I have relatively short legs (29" inseam) and have just thought it was a matter of leverage (shorter legs=less leverage) and that it would improve with exercise. However, after over a month of exercising three times per week (mostly using an elipitcal and treadmill), I have noticed no improvement whatsoever. I would expect at least a little improvement, the ability to go a little longer, a little less achiness. But I feel no change.

My typical routine is 10 minutes on the elipitcal at low-setting (about all my thighs can bear) followed by a full mile or more of fast walking on the treadmill (running hurts my back and has since high school, when I was in fairly good shape).

I really want to get in better shape. However, the achiness in my thighs really prevents me from working out more.