Is it the one that gets sore after you do Roundhouse Kicks? Think that'd be your Tensor Fasciae Latae
It will help the soreness if you stretch that every few days. To do this, sit down on the floor with your legs crossed, cross one foot (let's say right for example) over the opposite (left) hip so that your (right) foot is flat on the floor beside the outside of your hip (rest your hands on your knees for support), and turn your head/torso away from your (left) knee towards the hip of the foot you crossed over (i.e., towards your right in this case), which is the hip you'll be stretching. Stay like that for a few deep breaths, up to about 15-30 seconds at least. Repeat with other hip/foot. Another way to do this is to lie on your back, pull one knee across your body to one side, and turn your head to look the opposite direction (so if you're pulling your left knee over to your right side, you'd look to the left). If you do that a few times a week for a couple weeks it'll help a lot with avoiding soreness. The soreness is worst when you first start doing that type of kick, it goes away after a while.