You can hurt your knees quite easily by "grabbing any pair of shoes"... like I did. It took me 3 months to recover.
Before you start running, buy a pair of shoes that better fit your body type[1]
In addition, I advise most people not to run in concrete. I used to pound the pavement (literally) on a daily basis and I am pretty sure my knees are in worse shape for it.
If you want to run, find a nice track (that isn't asphalt) or a nice grassy or dirt trail. It's a bit dirtier, but it feels way better.
Yep. The problem with modern shoes is that they give people the bad habit of hitting the ground with their heel, the shoe compensating the shock with some kind of absorption.
The "secret" is simple is to simply run using the ball of the foot (the fleshy part at the end). You run on the tip and use the heels as a natural shock absorber and preserve your knees. This will have the added benefit of strengthening the heels as well.
With that in mind, running barefoot is pretty safe (and you can do it outdoors with Vibram-like shoes).
I do that kind of running regularly as part of the warmup routine at my Taekwondo dojang.
[1] http://www.therunningadvisor.com/running_shoes.html