See a therapist. Several exercises can help with this. They need to be directly taught to you. I suggest you see a physcal therapist.
Strength and stretch. If painful with all motion then see a doctor. If due to overuse, such as exercise, then start with gentle stretches and isometric exercises. If well tolerated then short arc hip flexion/extension/abduction/adduction exercises. Check web for trochanteric bursitis exercises.