I'm not a big runner but recently did a 5K (Race4life) and for 2 days after my hips (felt like the ball & socket bit) ached like mad. Yesterday I managed 17 minutes on the tread mill @ 8.4 & today my hip sockets ache again.
Are you wearing the right shoes? Get a decent pair fitted by experts in a running shop.
If you are then sometimes it means you are pushing yourself too quickly. Do a little and often. Perhaps run/walk? You often need to build up the muscles used in running that haven't been used much before, they can then support your joints better. It is also good to make sure you really stretch properly afterwards.