From one of chipcom's links:
Beginners often feel more secure with their saddle very low, allowing both feet to touch the ground when stopped and sitting on the saddle. This is much too low. A low saddle doesn't make full use of the leg muscles, and may cause pain in the front part of the knee. If your saddle is too low, try raising it a little at a time until you eventually reach the optimum height.
That's a good place to start looking for a solution to the problem.