saddle bags

That is my problem. I have been doing squats and leg lunges, and I can definitely feel it in my legs.

I do both of those too, but I don't feel them on the sides of my legs, either my quads or hammstrings will hurt.

and then there's another view:

Positioning yourself:
When doing this exercise you want to make sure that you are lying on your side so that your shoulders, hips, knees and ankles are all in line with your ears. Now with your arm aligned over your head straight with your body you can rest your head on it or prop your head in your hand keeping you neck straight. To help hold your balance you will place your other hand palm down on the mat in from of your. Bring your legs slightly forward of your hips so that your back is not injured during the exercise. Now roll your legs out from the hips to place your legs in the Pilates stance.

1. Side Lying Leg Lifts
Inhale deeply, feeling the air enter and make its way down your spine lengthening your body from head to toe in the process. As you exhale you will bring both of your legs up just a few inches off the floor, using your abdominal muscles and focusing on keeping your legs together from your hips to your heels. As in inhale again slowly lower your legs back down. Do not let them drop. Repeat 5 times

TIP 1: It is important that you keep your body aligned and in position throughout the exercises. Do not lean into the hand that is resting in front of you, allow your abs to do the work to maintain your balance.

2. Kneeling Side Lifts
You start in the kneeling position with your abs pulled in. Extend your left leg straight out to the side with your toe on the floor. Now place your right hand on the floor with your arm rotated outwards, place your left hand on your hip. Next you will move your left hand so that it is behind your head with your elbow towards the ceiling. Pushing through the heel lift your left leg up to hip level. Your body should now be in a straight line down the left side of your body. Slower lower the leg to start position and repeat the move 6 to 8 times.

3. Side Kick Up/Down
Keeping your body lined up as previously described and keeping your stomach muscles pulled in slowly kick the top leg toward the ceiling in a smooth motion using your abs for control. Now slowly lower the leg back down, with your abs still pulled in for control. Repeat 10 times.

4. Side Kick Front and Back
Check your position to make sure that you are still aligned properly, and keep your stomach muscles pulled in. Now lift the upper leg just a couple of inches. With foot flexed so that the energy is flowing through the heel, move the leg to the front, once you have reach full extension to a small pulse kick. Now point your toe and bring the leg back past the mid point, making sure that you do not put pressure on the lower back. Repeat 10 times.

Tip 2: The Side Kick Front/Back can also be performed from the Kneeling Side Lift position for resistance.

5. Inner Thigh Lift
Lying in the correct position you will move the leg that is on top so that the foot is flat on the floor in front of your hips. Place your hand behind the calf and take hold of your outer ankle. Inhale and lift the lower leg a few inches off the floor, focusing on using the inner thigh to lengthen and lift the leg. Exhale and slowly lower your leg to the floor. Repeat 6 to 8 times.

Tip 3: You can increase the resistance on any of these exercises by adding up to 5lbs of ankle weights.