Pain is usually interpreted as a level where one reaches an intensity level at which one feels pain. Intense chronic or acute pain can be debilitating physically and mentally, and is not necessary for success. I have fat around my knees that I can't seem to get rid of. Unfortunately fatty deposits around the knee are often genetic. Watching your diet is very important to help you lose unwanted weight, which will help this area slightly.
Aerobic exercise is great for the legs.
Vary your aerobic workouts through the use of different cardiovascular machines, aerobic classes, and cycle classes. Cross training with weights is also beneficial to the legs. Particularly the leg extension can help reduce this fat and build more shapely muscle in the legs. There are a couple different things you can do to remedy this dissatisfaction with your thighs. This could include brisk walking, uphill hiking, cycling, swimming, aerobics classes, cycle classes, or any other aerobic exercise.