Breast pain

   I have multiple sclerosis and although I have had pain in the legs and
  occasionally arms I have never had pain in my breast before.  The left
  breast get shooting pains and also at times it plain "hurts".  I had
  my annual mamogram (mammogram) in July and it was fine.  My question is ..will MS
  cause this?  Is this something I should see a doctor about or not. Thank you.
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MS can cause neuralgic pains in which there is shooting pain in the
distribution of a single nerve, trigeminal neuralgia is the more common
example of this.
You also mention that it 'just hurts ' by which I presume you are
referring to a more chronic constant pain, this would be less typical
of MS.
I would advise you to have this checked out in more detail, ideally
with a contract enhanced MRI of your cervical and thoracic spine which
would find both areas of inflammation associated with MS and detect
nerve root pinching which can also cause these sort of symptoms.