What Causes Constant Pain In The Knee Despite Taking Medication?

I am having trouble with my knee. I went to my doctor who said that I strained a ligament and to ice, stay off of it as much as possible, and take Advil. This was a month ago. The knee isn t getting better. Now when I put weight on it, usually like when I am walking up or down stairs, my knee will seize at least that is the best way I can describe it. It is a shooting pain that stops me in my tracks and also feels like something is almost twisting. After this happens, it is hard to walk on it at all and it will just throb for hours. My doctor originally did not order an MRI to find out exactly what is wrong with it, just pushed on it with his fingers. Should I return to my and ask to have him order an MRI or just keep doing what he told me and see if it gets better?