your first pin in any muscle is gonna hurt and quads are way worse than glutes. it'll probably feel like someone hit you in the leg with a bat for 3-4 days - especially if you didn't go deep enough. I hate pinning quads, but its all part of it, bro. When you hit a nerve or go too shallow, you'll pay the price and learn not to do it that way again. For what its worth, I try to go just on the outside of the femur, pretty high up on the quad. Different guys like different spots. Good luck.