Be sure to consider other medical conditions. Doctors will dismiss women every day of the week. Make sure they check your thyroid, vitamin D, and vitamin B12 levels. Do you have muscle pain also, or just the joint?
Painful joints can also be Lymes Disease. Or, it could be some sort of arthritis unrelated to menopause.
I agree swimming can be a good exercise for joints, I know many people with arthritis who swear by water aerobics. I love water exercise myself. Although, a girlfriend of mine with knee trouble has pain doing water aerobics because the water drags on her joints. It really depends what is wrong with the joint.
As far as weight, healthier foods, veggies and fruits, and count calories. If you are eating more veggies and some whole fruit your calories will be less without even trying. The fruit should take away cravings for sweets.