So its my hip thats hurting when i lay on my side and the pain goes all the way down my leg and makes my knee hurt really bad. what exercises will help?

Certainly not feasible to accurately diagnose what underlying hip problem is present, but a visit to an orthopedic surgeon to assess this would be a prudent approach. For example, a labral tear could be the problem, but alternatively other mechanisms need to be ruled out and an appropriate treatment program be initiated, such as physical therapy.