Need some advice on how to increase strength

I increased my weight last week.
Now that I started lifting heavier I have developed pain in my elbows whenever I work my triceps, Ex tricep pull down or tricep press. This pain lasts for days. I feel pain when I extend my arms, not flex them.
Anyone ever experience this? Any ideas as to the cause? I'm hoping and praying its not arthritis. I'm due for my yearly physical in a couples weeks, but just wondering if anyone else has experienced this.

I have but it is when I do biceps. I started warming up my arms better and doing a couple sets of 20 with 5 pound weights before going for my usual 25 pound weights. This has helped, but I still get pain after my workout when I extend my arm straight sometimes. I think my bicep is stronger than the tendons in my elbow and am not going to increase my weight again until I can do it without pain.