That is exactly where the Sciatic nerve is. If you really think it is this nerve, you really need to have it looked at as soon as you can. While it's mainly a peripheral nerve (not part of the central nervous system that involves the brain and the spinal cord) and may heal on its own, you need to have it looked at if you still feel pain after a few days.
The link below is a link talking about a pinched sciatic nerve (if indeed this is your problem).
http://my.webmd.com/content/pages/4/...tselectedguid={5FE84E90-BC77-4056-A91C-9531713CA348}