There could be several things going on here. It is possible that you are not fully rotated in your hip on contact and the lateral force is straining the connective tissue in your hips. The second is it is possible that you have a hip out. Have you ever been to a chiropractor?
This is something you should get addressed sooner than later. Either problems could lead to a need for a hip replacement later in life.
Grab your instructor and tell him what's going on and ask him to watch you hit the bags.
Go to a chiropractor and get adjusted. If your hips are in alignment go to a doctor and ask him to check for bone spurs or other mechanical issues with the joint.