When I use the mirror mod it mirrors the knee guard in front of the knee guard, how do I make it mirror on the side?
It sounds like your character's orientation is different than in the video. It's common for the Y axis (green) to be used as "forward and backward" in the 3D view. When that's the case, mirroring in the X axis will be left to right.
If your character is facing in the X-axis (red) you'll need to mirror according to the Y axis which is selectable in the mirror modifier settings.
But I recommend you work with Y as front-to-back since it's the most common approach among Blender users.