Try go for lightier weight for awhile and see if that helps with the pain. I am no fitness guru, but I would think it would be possible for you muscles to handle the heavy weight but your joints / ligaments / tendons not be able to handle it correctly yet...
Make sure that you are doing the exercises with correct form. Ask the trainers at your gym to just correct your form (every gym I have been at they did that if asked).
Also, like everyone else said... See a doctor if the pain is excruciating enough.
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