Well, the first thing you need to do is assess it. Foremost, is it a problem? Does it hurt when you press it? Has its presence caused any noticeable changes in your leg? Lastly, did you recently hurt it? It could just be the result of blood building up near the skin due to bruising.
If the bump is growing large or causing abnormal problems, it cant hurt to visit a doctor.. It could very well be a sign of skin cancer, or of another skin related disease.
As for rubbing it, I live nowhere near you, so I cannot. You may want to find a nice soft surface to massage against your leg if you find that helps, and even better, a damp washcloth.