To elaborate a bit on dr. Bower's answer, pain is your body's alarm system. I bet you didn't know it, but it's actually an acronym: "pay attention, it's necessary".
Doctors have spent years (and thousands of tuition dollars) learning how to sort out symptoms. Leg pain
can be a warning sign of significant disease (e.g. Deep vein clot). Help your doc help you: seek evaluation and treatment.