I get a burning sensation in the butt cheek, near the hip, and my massage therapist said it was the piriformis. She suggested I lay on the floor with a tennis ball under that spot to help stretch the muscles and to stimulate the endorphins. I found this helps me as it is difficult to find the right way to isolate it and stretch to make it feel better.

Here's a website with information about the piriformis:http://orthopedics.about.com/cs/spra...piriformis.htm