Well, assuming you don't actually have a physical problem causing the pain, as a matter of getting started running you are likely going to experience some discomforts along the way just getting your body using muscles and joints more actively than you have in the past.
Shoes can be a big help in this area. I know I had shin splints until I got properly fitted for a good pair of running shoes. You can also run/walk on softer surfaces (grass, sand, treadmill) to help reduce jarring of your joints.
Personally, I think the combination of running and walking would be easier on your joints for someone getting started. I actually worked myself up to just walking 3 miles before starting on running. I did the run-walk thing for a while before finding the C25k program, but finished up using it for weeks 6-9.
Good luck!