Your saddle height, from what I know, should be positioned so your knee bends anywhere between 5 to 25 degrees at maximum extension while riding - keep in mind your foot is not/should not be flat while riding and maximum extension is not exactly straight down. Your hips should not bob when pedaling, which indicates you are overstretching your legs.
That feeling your describe could be normal or it could not be. You could be on your way to destroying your knees or your legs could simply be adjusting to the new position. Get a professional fitting if you have the money or you can go to competitivecyclist.com and use their fit calculator.
A VERY simple way to guestimate saddle height it to stand next to your bike while it is vertical (not leaned) and then raise one of your legs to the point where your thigh is parallel to the ground. To top of your saddle should be about at the height of the top of your thighs.