Sounds like IT band to me. Could be Sciatica as well. I have REALLY bad Sciatica from an old lower back injury (L4/L5) that presents in a similar way. I'd definitely get it checked by a doctor though just to make sure it isn't something more serious, like a clot.
Amazon has a big selection of rollers. I guess I'll choose one based on the number of stars. It LOOKS painful...just laying on the side is nearly impossible.
For future reference, the black ones are "harder", and therefore more effective, but may be too painful at the beginning.
And if you can make it through 25 rolls the first time without crying, you're made of far sterner stuff than I am. But immediately following the rolling is bliss. It turned into something like a drug addiction to me... the rolling hurt like nothing else, but the after was so amazing that I would keep inflicting rolling pain on myself.
Another suggestion, if the rolling is far too painful, is to get some baby oil or something along those lines, and just lay on your side and run the palm of your hand from hip to knee. You can control how hard you go.