How Can Pain And Swelling In The Knees Be Treated?

Hi, I am 78 and exercise three times a week (walking off the pounds) I am not overweight. My knee is swollen and warm to the touch. It hurts when I put pressure on it to walk. I have a brace that goes just below the knee and that helps me get around. Today I saw a PA and her suggestion was 1. get an xray. 2. do the Rice method, rest, ice, compress and elevate. She put me on a 6 day pack of steroids (to my objection). I want to see an ortho doc, have this drained and get a shot of cortisone so that I can continue my lifestyle of exercise! I resent having to take these intermediate steps. What say you? Am I bound to start with the conservative approach when I may surely end up at Ortho?