Small solid cyst - to operate or wait?

I am 35 years old with a history of infertility - have gone through 3 IVF's after 3 cycles of Chlomid. On having unexplained abdominal pain (upper quadrant), I urged my OB-GYN to also do a Trans-vaginal ultrasound and they found a small (2 cm) solid cyst on my right ovary. This was in July. We followed with another U/S in Sept when the cyst was still there and so we did a MRI. MRI didn't show any malignancy and the CA 125 came back at 8. Went to a GYN Oncologist and she suggested a follow up again in 3 months. Just completed the U/S and the cyst still exists - looks solid and is at 1.8 cm. Repeat CA 125 came back at 9. Dr. seems to think this could be an endometrioma and suggests we can either continue following this or can take it out if it is making me anxious. In the mean time the upper quadrant pain was gone for the past couple of months but I have started feeling it again . I also have a tugging pelvic pull at times and also some pelvic pain even after the periods are over as well as unexplained leg pain.
My question is how long can we follow this? Should we just take it out? Will the ovary be taken out as well (Dr. says yes).  
If the CA 125 is normal and the MRI does not show malignancy, what is the probability that this is OVCa? Is the abdominal pain in your opinion related to this or could it be something else? My concern is we are doing a relatively non-aggressive lets wait and see approach and may be it is actually cancer that is spreading inside? How probable is that in your opinion with the information I have given above?
Your response will be greatly appreciated.

[Annekathryn Goodman, M.D.]

Hi There,
You have had a good evaluation and a good recommendation. Most cysts are benign. Ultimately if your are worried, you should have it removed. It may also be interfering with  your ability to get pregnant
best wishes