I went to the doctor for the same thing and received some anti-inflammatory medicine and a patella strap to wear during activities. I think the strap has done well and the medicine for sure did even though I still feel pain if I ski hard. Anyway, I've started doing lower weight and a lot of reps for leg work outs..squats, leg press and other leg/calves machines at the gym as well. Its all about strengthening the muscles around the knees as well.   For stretching, quadricep stretch like foot to ass and grab. also putting one leg up on something like a chair to stretch out..
Hope my babble helps..