Right arm elbow pain. Should i do next?

During weight lifting at gym I experienced a sharp pain in my right elbow. Stopped my workout and have not lifted any weights since. It has been 3 weeks and the pain has not yet gone. My elbow hurts while lifting anything like a jug of water, riding the bike even while sitting if my arms are not rested over armrest. Please advise what might be the problem? Had asked this question last time. Went to see an orthopedics doctor. He performed Xray and said its muscle pain and would be good after 2 weeks. It has been more than a week but the pains still thr. Medicines am taking is Tendocare,Prolage Plus & Lumia 60k. They are also for a 2 yr old knee injury pain I have. The doc I met was a knee specialist and I have a feeling that he didn't pay much attention to my elbow pain. My experience with my knee pain for past 2 yrs is that it doesn't heal. Doing some strengthening exercises daily gives me some relief. I dont want the same to happen for my arm. Please suggest what should I do next?