Hi Andrek

Yes depending on the extent of the injury you could be having slowly resolving problems for a number a few weeks. It sounds to me that you are rushing things and not really managing it properly. A few things for future reference:

1. Yes you should have iced it, elevated it and most importantly got some compression on it in order to stop excessive bleeding. And you shouldn't have just played on!
2. You don't know what you have done and neither do I and you should have had it properly examined. If you can hardly walk on it afterwards for a few days then you have a significant injury.
3. An injury like that should be assessed and graded by a physio or sports med doc and you can then be advised how to best rehabilitate it. Sometimes it is necessary also to have a fracture ruled out although that would be unlikely in this case as the femur is such a strong bone. Likewise sometimes you can significantly rupture the muscle and this is a serious issue.
4. heavy duty massage when there is a significant contusion can be counter productive, re-traumatise the area and just make matters worse. You need to know what you have done before proceeding with a treatment like that.

As you are back on your feet and managing to jog on it a bit probably things are actually going ok but that is more to do with good luck than good management on your behalf. Taking good care of your body is nothing to do with being a wimp - it is about ensuring you have a fully functioning body to do what you want in the future.

So what to do from here? I think it would be worth getting it assessed by a physio and getting a game plan together for how to optimise recovery. It doesn't mean you have to go for lots of visits - just find out what you most likely have done and how to proceed. In the mean time don't do anything that aggravates it but it sounds like controlled jogging etc may be good. You may also benefit from doing some controlled strengthening of the thigh muscle (proably the quads eh) and getting some advice about how to gently but effectively improve extensibility of the muscle