Chronic knee pain

I am suffering from chronic knee pain. I went to our family doctor who prescribed Tylenol 3 and ice, which can alleviate the pain and took Xray. But nothing was wrong in the Xray. But no reduction in pain. When I told this to my doctor he suggested me to undergo physiotherapy treatment from a clinic in North York. I haven't gone to the physiotherapist yet, as I thought both the medicine and exercise can reduce my pain. But nothing worked. I am planning to go to a physiotherapist. Is there any problem in undergoing Physiotherapy for chronic pain? Will that give a fast recovery? Should I be in-patient for the physiotherapy treatment? Are there any precautions I should take?