ganglion cyst found on knee

I have been experiencing pain in my right knee, thigh and hip for about 3 weeks now. Have been on prednizone, anti-inflamatories, and most recently, had a steroid shot in my knee. X-rays showed nothing, MRI found everything ok, but mentioned a ganglion cyst in my knee, as a side note. My doctor said it was probably unrelated to my pain, but researching it on-line sounds like the pain I am experiencing. The pain centers in my knee, which never goes away, pain in hip and thigh comes and goes, which I believe is caused by limping, putting stress where on my hip and thigh that normally isn't there.

If steroid shot doesn't help, still two more days until he said I would notice an improvement, should I see a bone/joint specialist? Could it be the cyst causing the pain? It came on all of a sudden, can't remember anything that could have caused it?