two things I would do (and have done, as I had similar problems):
1) as other posters already pointed out: Find out what kind of running shoes you need. It is not so much about the brand (Adidas, Nike, Asics, Brooks, etc) but which model is best for you in each brand, as they all have shoes for different types. Good sports shops or specialist running or triathlon shops can help you identify which ones are good for you.
2) Have somebody look at your running technique. You can either see a good physio (can be expensive, unless you can get referred by your Doctor and have your health insurance pay for it) or a good specialist running trainer/coach - those can be found (typically not expensive) where track and field athletes train.
