Well, there's a lot of things that could be contributing to your pain:
1. the shoes. Where did you buy them? Some running stores will let you return shoes that don't work out for you. Each store has its own policy on returns--my favorite store is 30 days and no wear restrictions (like treadmill only or something). Anyway, even if you can't return them now, do look up a running store in your area and bring the shoes in with you. They will help you decide if the shoes are a good fit for you. My store does this at no cost, other than the price of a shoe if you choose to purchase.
2. Sounds like you're fairly new to running.....running too fast too soon can lead to injury as well as running too far too soon. If you think that may be the culprit, try slowing down the pace or shortening the distance a bit and see if that helps.
3. Running surface. Concrete sidewalks are much harder on your legs than asphalt and dirt and treadmills. Running downhill can also be tough on your legs--particularly on your quads and shins and knees.
4. stretching. I recommend you don't stretch before you run. If you feel the need to stretch before AND after, do a brisk warmup walk and a light run for maybe a half mile....then pause to stretch. Continue the rest of your run and be sure to stretch well after the run while your muscles are still warm. I also do a "warm down" walk at the end of my run--gradually slow the pace down toward the end so the last quarter mile or so is back to a brisk walk.
hmmmm.....that's all I can think of for now.

When is the physical?? Congrats on the baby and good luck!