Swelling a lack of movt. was probably the reason they didn't do the surgery. Because they have to go into the joint to fix ACL there is an increased risk of getting bleeding into the joint...which can restrict movt. if not dealt with. When you injure the knee initially you get bleeding into it due to the nature of the structure you injured. If you do surgery when there is already a lot of swelling (bleeding) it can give you a poorer outcome.

LCL are more tricky...the MCL is closely linked with the ACL and fibers blend together in this area. Commonly people injure ACL/MCL and medial Wikipedia reference-linkmeniscus.

Really take a close look at what you are doing in the gym...analyse the movt., speak to your physio etc... I don't tend to get my patients in the gym doing much initially.

Generally fitness wise you can wear certain braces in the pool and do aqua jogging..keeping legs still and working arms, float between knees and work arms. Nothing where the resistance of the water disrupts the joint too much. Arm ergometers (bikes), rowing just using arms (watch posture)...that sort of thing. If you can't full extend the knee then watch if you are trying to use bikes or cross trainers as you may encourage strengthening of a flexed joint.

Some exercises sitting on a gym ball...feet on floor can help with proprioception (balance receptors in knee)...watch any leg weights, squats etc that you are weight bearing through both legs equally, getting good control of movt., fully extending where need be and not getting excessive joint movt.....speak to therapist about appropriate exercises for where you are in terms of progressing.

Monitor movt. at your knee closely and swelling...any increase in heat, swelling and loss of movt. indicates you are probably overdoing it. I tend to get my patients to use a couple of things to measure it themselves....
*Sitting sliding heel to back side...using tape placed from heel to buttock...so you can see how many centimeters moved.
*Measuring 5cm below knee cap, around middle of joint, 5 & 10 cm above knee cap...can mark these points so you get the same place each time.

Keep going gently and good luck. Let us know how you get on.