leg muscle ache irritation cool feeling

It sounds like you are referring to an ITB stretch: http://runningtimes.com/Article.aspx?ArticleID=6099 . It is odd you are experiencing the cool sensation. Has your MD cleared your back to make sure you are not experiencing symptoms in your leg(s) as a result of issues at your back?

I used to run for a year or two and I picked up a few stretches off the internet that I used after I had problems with my IB bands ilotibiol bands or whatever you call them. so I started those stretches and it improoved at that time while I ran I felt the same feeling I am haveing problems with currently 

a tight irritated feel on the side of the leg.

I thought it was normal while I was running just my muscle getting exercised. 

Now after I stopped running for a while 7 months (or rather fast jogging and power walking combo). I have been feeling the same feeling in my right leg and occationaly in my left.

recently I have been sleeping on only my back only due to a unrelated issue.

I started one of my stretches to try to coap with this issue on occation

its this sit ouchy leg out other leg folded like a triangle against the other lean forward with my hands(while sitting on floor) and streach my hamstring for 3-5 seconds maybee 3 times or so

it has gotton some better since I did the stretches but still is there most of the time it has like a cool feeling once in a while there its just above my knee on the right side of my right leg

I talked to my doctor about this and all he said was physical theropy

so can anyone tell me what to do that will heal this

thanks