persistent chest/back pain after pneumonia - should I be worried?

I am a 32 y/o casual smoker (not everyday, over the course of 10 years).  Was diagnosed with pneumonia in January 08.  Took a course of antibiotics, subsequent x rays showed that the pneumonia had largely cleared with 'minimal right lobe infiltrate' remaining.
Three months later, I am still having chest and back pains.  They are not stabbing, more 'throbbing'.  No cough, some feeling that my chest is 'tight', though.  It's worse when I lie down, neither better nor worse if I exercise. Pain is worst beneath my shoulder blades, hurts into my neck as well.  Most of it feels superficial, but there is a throb on my right side deep where I think the pneumonia was (according to the x rays).  Also, had a low grade (38 degrees C) fever for 10 days about 2 weeks ago, that seems to have stopped.  I'm also having pain in both my hips, which are sore intermittently.  This has been going on for 3 weeks.
I went to a pulmonologist, he thought it was something to do with my spine.  We did a series of back X rays, they were also clear.  He wants to do a thoracic MRI, but because I live in America, my HMO wants to refuse this, as the x rays were clear.  
Should I be worried about getting it done?  How likely is it that this is a back problem and not a lung problem?

[HeinrikMD]

Hi,
This isn’t very easy to tell without an examination.
If the pain was present during the time that the pneumonia was most florid (with fever and cough), then I would expect that pain is most prominent with deep breathing.  
If there are specific movements and positions of the shoulders and arms that trigger the pain – this is unlikely to be related to the lung.
Of course, the pain in the hips does not relate at all to the lung, and if the characteristics of the pain here are similar to the one in  the upper back, then it would seem the problem is musculoskeletal.