I keep having a pain in my groin every time I sneeze or cough too hard. My gynecologist says its just ovulatory pain, but I have it all month long. Could I be pregnant?

Possibly. The way you describe your symptoms sounds like an inguinal (groin) hernia to me. It's also possible you may be pregnant but I don't think you can link your symptoms to being pregnant or not. Your gynecologist would be in a good position to help you sort this out.
Consider hernia. Pain in the groin associated with cough or sneeze could be caused by an inguinal hernia. You may want to consider seeing a general surgeon. If you are pregnant, management should be deferred until after the pregnancy.