I agree with iriponsnow. I'm not a PT guy, though. my experience is 3x injuries and 2x surgery on the right knee, 1x injury and surgery on the left knee. I've had a lot of experience with knee injury, knee pain, pre-op rehab, post-op rehab, and bracing. I've used braces made by Lenox-Hill, Townsend and BREG. I've also used --only once, because it was ineffective -- a neoprene brace recommended by a non-athletic orthopod. that orthopod wasn't really good at working with athletes.
most good orthopods will tell you that the neoprene sleeve brace offers no structural support, even if it has some thin metal strips on the sides. on the other hand, the neoprene sleeve does a good job at keeping the knee warm. the downside to the neoprene sleeve is that neoprene makes you SWEAT and the moisture from your perspiration will attract cold like nobody's business. you may end up having a different knee pain from the cold perspiration next to your knee.
the DonJoy recommendation is good, but a bit limited. there are many other mfrs making braces for knees, and DonJoy's not the only one that has a brace specific to skiing. other mfrs:
Lenox-Hill (may be a different name now)
most of these braces are anti-rotation braces, which means their primary benefit is to stop the femur and tibia from rotating opposite each other. their ability to do so is fair to middlin', and some might argue it's the equivalent of using a belt while also using suspenders.
some braces also use a "positive stop" that prevents hyperextension or even mere 180deg straightening. the ACL is vulnerable at full extension, that's the reason for the "positive stop"
my orthopod believes you should use physical therapy to strengthen the supporting musculature. the more aggressive the athlete, the more varied and rigorous the therapy. the brace is there more for the athlete's mental comfort than anything.
a brace is not a "bionic knee" and cannot be relied upon as any sort of miraculous or wondrous cure for knee ailments. it is a fall-back safety device that most orthopods will admit is not as valuable as the end product of rigorous physical therapy and keeping the leg(s) fit and strong.
the very very best thing you can do for a painful knee is to see an orthopod who works regularly with athletic individuals, and helps them manage their injuries/conditions in their various athletic endeavors.
other orthopods tend to be more "daily function" oriented and don't have as much experience with the athletic implications of knee injuries.