Catrin,
You're getting some good advice and suggestions. Here's a related story with my 2 cents worth of advice. Last spring, I suddenly got pain on the outside of one knee when cycling. I came to the conclusion that the IT band was irritated, due to too much hard climbing on the bike.

I went to the doctor and she sent me to a PT. Yes, there was inflammation in the IT band, but as difficult as it was for me to accept at the time, the PT blamed my hips being out of alignment, and prescribed a bunch of stretching and strengthening exercises for my legs, lower abdomen, etc. My hamstrings were really tight, as were my calves and piriformis (a muscle in the butt). I was very unstable when standing and walking for a while.

The PT took me off the bike completely for a couple weeks, then encouraged me to ride short, flat and easy rides for a while. The whole thing felt worse before it got better, and it took about 3 months altogether. At the end of 3months, I was able to ride up to 100 miles a week again, including a long climb up Mt. St. Helens. My left side still has some tight hamstrings at times, much more than the right, but if I go back to the stretching, even a couple of days, it improves right away.

A car accident a week before the pain started may or may not have been responsible for the hips being "out". On the other hand, it may have just been overuse, without enough stretching. We're not kids anymore and we have to be a little bit more careful with overuse...

Main points:
1-no MRI or other expensive tests were needed to identify the problem- it was a hands-on and observation by the PT.

2. I was faithful about doing the prescribed series of exercises, although I tried to ride again too much/too soon and probably set myself back a little.

3. I went for several massage therapy and chiropractor appointments, and I think they were helpful and confirmed what the PT was saying, though the perspective was not identical.

4. Go get it checked out- and do your stretches!