Why is my lipoma excruciatingly painful?

I have a very large lipoma on my elbow, my arm pops when it moves and the doctors said it's buried in my muscle. It's been very painful at times, mainly at night. Lately it's been very bad, even hurting for a few days at a time. It's gotten unbearable and I find myself crying myself to sleep.. I also get leg pains similar to my lipomas pains but it feels like it's in the bone. Should I go back to the doctors??