maybe i’ll reset this a bit and start with pain.  what kind of pain is it? if it’s significant pain, then you should go to a professional to get that pain removed. if it’s just annoying, then maybe we can help you here. generally we should be helping you only when you get to be pain free, but people have many different definitions of pain. 

but let’s say you feel some “twinge” of pain when you do movement in that area near the outside knee but it’s not the level of pain which stops you from doing anything or shows that you have a serious injury.

then i would do what kaitlin suggests – work a ball – personally i like a bigger ball like supernova or alpha ball for around the legs – down the side (lateralis, IT band), front (quads, rectus femoris), back (hamstrings, glutes), and inside (adductors). you can use a battlestar as well – generally i have found that foam rollers have a diameter that is too large and doesn’t focus enough pressure in any one point. see if you can remove some of the restrictions – “feed slack into the system” – does the pain go away when you repeat the movement that causes pain?  

as kaitlin says, i wouldn’t wear jeans but workout clothes where you have freedom of movement.  

i would use a lesser strength band if the purple band is causing some sores where it’s placed. i think you can also lay a towel under it if you really want, but generally when i use bands, i don’t get any kind of rubbing or burns where the band is placed. it should just pull the joint away when properly placed and there shouldn’t be rubbing of the skin when used.  

you may consider just not doing anything for a while until your pain goes away. yes it sucks, but you may need to just take time off if you strained something, which can happen even during MWOD mobilizations.