I would have a second opinion as well. I found a lump several years ago in my left breast that was larger than a pea, it didn't show on ultrasound OR mammogram though. Since it was a larger lump, I was given the choice of biopsy or lumpectomy. I wanted it GONE so I chose the lumpectomy. Luckily it was found to be benign, a Lypoma (fatty tissue tumour)
I now have several lumps in my right breast that we are keeping an eye (and hand) on to watch for changes. 2 of the lumps feel much like the first that I had removed and I found them myself and the 3rd the nurse found before my mammogram to be checked. None of them showed last year on the mammogram so I'm hoping there's no change in them this year (well, at least on film) I have felt the harder of the 3 feels like it has grown. They are pretty sure that they are the same as before, but we'll see if there's any change on the film next month at my annual mammogram.
I would keep pushing to find out for sure that there is NOTHING wrong, especially if the desity is still showing on the Xray. It may be something as simple as a calcium deposit, but the earlier that a malignant is caught (if there IS something wrong) the better chance of cure.
Good luck and keep us up to date please.
Mary