Yes, you ARE supposed to cover your knees when the temps drop below about 65 degrees. You knees are joints with lubrication (bursas) and everything to keep them running smoothly ... and they run better when they are kept warm.

BUT whatever you choose to get to cover your knees, be sure it is loose over the knees. If it is too tight, you risk developing patella-femoral syndrome.

You could go with leg warmers, knee warmers, tights, or even a pair of sweats. I've used all of the above, and sometimes even a combination of it all.