Here as per your explanation I would like to known first how many days back you had bug bite. As well if there is swelling and pain with some work out with knee or weight bearing then you need to take x ray to rule out the chances of infection as well inflamation. How ever if there is any soft tissue inflammation then it will be visible only in MRI of knee. Here I suggest to visit a orthopedic or physiotherapist for proper examination and based on their advice you can go for scaning or x ray. And follow the treatment as per report. You can also use cold pack or hot pack at home to have some more pain relief from pain. It will also help to reduce swelling if it is there. You are talking about a vein which is painful but may I need to know where exactly you have found the vein in knee. As per you it is vein but it can be some thing else also. And in which all movement it pains like while folding or straightening knee joint as well up to what range its pain free?. All this details are needed to guide you well. At home you can try to apply ice cube massage along with hot pack on this so called vein as per you and check.you can also use pain relieving ointment after massage and give rest to your knee for 1 week. If it does not go away then visit a specialist near by. Take care