I'm in the same boat as you but with my left hip. I started running and the pain was pretty bad. I talked with the shoe fitters at my running store who told me to see a doctor. So I went to my doctor and didn't get a whole lot of feedback. One of his concers was running "at my weight." This may be an issue for you as well. My advice (and what I did) was take some time off and do some strengthening exercises specifically for the knees and hips. Look in some running magazines or sites for runner's specific training, there's a ton of information out there about the causes and things to help.
Here is an article that I tried that seemed to help for my hip. Oh, and make sure you start SLOWLY. I'm now running up to 6 miles and up to 10min/mi but I started out with 10 minutes at 4.0 on the treadmill. And by the way, I still deal with the hip, but the stretching and training has helped a ton!