Physio not working

I have suffered with knee pain on and off for the past 5 years and have had various trips to the doctors to try and sort it, especially as this time it just isn't going away. I am 23, female and used to be fairly active, although no sportswoman. The doctor said i have anterior knee pain as i have a constant deep ache at the bottom of my kneecap. It gets worse when i go up stairs (but not down) and often collapses with shooting pains either side of my knee. I have been referred to a physiotherapist and have been working on various excersises for about 5 months with absolutely no improvement whatsoever, which is immensely frustrating. Is physio really right for me of is there anything else that can be done? please help!