Like wrath said, see a doctor. A chiropractor, osteopath, or orthopedic would be a better way to go than just a general practioner or family doctor. But see your GP anyway; you might need a referral from them.
There is a reason I suggest that. I had what turned out to be a significant injury snowboarding when I first started. I was at the top of a run and simply hopped and pivoted in place before starting the run. It didn't hurt but I heard a pop in my hip and it felt odd. I rode the rest of the day. Few days later, I had some pain. My family doctor prescribed an NSAID. Long story short, when I saw a chiro, three major joints in my pelvis were "out of place." The NSAID would have only masked the pain and I would have had major residual issues had I not seen a chiropractor.
I'm not a doctor or any of the above, so in my non-medical opinion, that rubbing feeling might be your IT band (ilio-tibial). That sharp, shooting pain is often described with sciatica, too.
Good luck and be sure to see the proper professionals to rule anything out or address any issues to prevent future problems.