Frank I almost hate to reply because I don't want to scare you with my answer, but yes it 'can' come about that way. I'm currently in treatment for lung mets which was discovered eventually after I experienced intermittent pain in my lungs (such as with deep breathing) over a period of several months. When I first experienced it (around June/July '08) they did an x-ray which didn't show anything. Finally it seemed to get worse and they sent me for a PET/CT in October, which revealed the mets to the lungs.
I hope and pray in your case the issue will be something else, but my case should at least serve to support what others have said, which is to definitely get it checked out.