Hip pain

Ok so I really have no idea how to even explain it properly but I'm going to give it a go in hopes that someone can relate. I'm 26 +5 weeks pregnant with twins, when I'm laying on my left (or right) side my legs MUST have a pillow between them because when I try to move from that position. It's almost like my legs aren't in the hip joints or something. I have to roll very very slowly and it's painful. What is this pain and what will help with it?  Even with a pillow there it is hard to get out of the position without pain. Any one else have or had this???