Bursitis and adolescent anterior knee pain

I'm 16 and for 3 years I've been told I have adolescent anterior knee pain. Recently I went to a rheumatologist and he diagnosed bursitis. He started me on some anti-inflamitories. So far I haven't seen a difference. In a couple of weeks I go back and he wants to drain both knees and inject some cortisone. I had steroids injected into my pinky earlier this year and saw no difference. If they didn't work in such a small joint should I be expecting results in a larger joint? What can I do to help my knees? I do karate and pretty much anything else I want and power through the pain. But by that evening I can't hardly stand. My left has started to heal I think. It hurts less and less often. It doesn't hardly ever give out. But my right is constant pain and gives out multiple times a day. It also swells like no other. Ice doesn't help and it actually makes my knees hurt to remain in the same position for more than about 2 minutes. Any advice?