There are a few different causes of pain like this, and you will probably want to discuss the issue with a sports medicine doctor
or with your primary care doctor
again. The doctor you saw already is no doubt right that there is nothing broken, but there are still a few different over use type injuries that can result from playing sports, and you probably have one of these.
For example, there is a condition called iliotibial band syndrome, which is inflammation and tightness in the tissue running down the outside edge of the thigh towards the knee. This pain will often respond to a combination of stretching and strengthening exercises in the leg as well as anti inflammatory medications like ibuprofen.
Similarly, another condition, called patellofemoral pain syndrome, or "runner's knee", might cause symptoms of pain within and on the outside edge of the knee (although if the pain is more concentrated higher up the thigh, it is more likely to be iliotibial band syndrome).
A sports medicine doctor should be able to examine your leg and help make a diagnosis. Make an appointment today!