I've seen knee-guards for crawling babies in a babywalz catalogue once. At that time it seemed to me to be the most pointless thing ever, but then my kids did not have problems with their knees.
My aunt told me she cut the toes off socks and pulled them up over her sons knees. Have no idea how that conversation got started come to think of it...
I ordered the baby knee pads for my first kid and then for the second, I just cut the tube part off of my orphan tube socks (damn dryer eats them) and slid them up the leg and let them cover the knee and top of the leg. I find that women's socks work best since they are smaller. Good luck! It is so fun to watch these milestones - congrats!
I use baby legwarmers for bubba under his trousers I use these when we go out to as then when i carry him there is no exposed leg plus they are super cheap but the knee pads you brought look v. funky...