Hi
Welcome to the MedHelp forum!
A painful lump could be a swollen lymph node, a metastasis of a cancer else where, a tubercular node, a neurofibroma (collection of nerve and fibrous tissue) or a bone or muscle mass. Bone mass would have been ruled out by X-ray.
The inflamed nodes settle down with time. However, it is important you consult a doctor and get this examined. If it is an abscess or infected cyst, it will need to be drained. If it is hair follicle infection, it will need warm compress, antibiotics and anti-inflammatories. Neurofibroma that is causing pain will need to be excised. Usually a CT or fine needle aspiration cytology is done for diagnosis.
Do discuss this with your doctor and get yourself examined. Take care!
This will most likely be a Cyst of some nature, I would consult with your Physician and get an ultrasound to see if it has any potential threat but I doubt it.