Leg pain is troublesome

DEAR DR. GOTT: I’ve been experiencing unusual discomfort in my legs. It began when I started to exercise in the summer of 2009. I attributed it to the exercise on the glute machine, so I stopped. The pain went away, but I then began to experience leg pain/discomfort that can be described as similar to shin splints. It’s not a sharp pain, just a throbbing discomfort. I feel it especially at night, and it wakes me up. This usually happens when I lie on my side. Sometimes I put a pillow between my legs, hoping to avoid it, but it doesn’t always help. When I wake up, I turn on my back and the discomfort dissipates, allowing me to go back to sleep. There are nights when the pain doesn’t awaken me, and I’m not sure what that is attributed to.

During the day, I occasionally feel the same discomfort but not to the same degree, and it’s not as bothersome. Do you have any ideas on what it could be or how I can work toward making it go away?
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