How do I know if the pain is bad enough to need pain management?

When pain unbearable. When the pain interferes with your daily routine (social, work, home, sleep), and simple measures (exercise, physical therapy, medication) are not giving enough relief. If that is your situation, discuss the problem with your primary doctor.
Pain management. If your pain lasts for more than a few weeks and affect your daily activities, or leisure activities, or work related activities, you should see a doctor for evaluation and treatment.
Your Choice. Pain is personal. Those who can live with their pain never seek out professional help. If you get to the point where you cannot manage it on your own and with otc medications then a consultation may be a good idea.