As far as injured I am not a medical professional so I couldn't speak to that. Your situation is similar to what I was experiencing on my road bicycle. What I had to do was adjust the clips and saddle height, I am not sure if you are using those in your class or not. If you are I would play with the clips or have your instructor help you with the clips. When I was fitted for my road bike the fitters noticed that my knees were bending awkwardly as I was riding and I had the saddle and clips adjusted. I also experienced the same pain as you did, did not hurt while walking or sitting just on the bike. I also experienced the pain only in low gear high torque situations. I would suggest seeking medical attention if it is recurring pain or severe enough to stop a simple workout. To fix the problem, if your in an instructor led class with clips. I would have the instructor look at how the bike is set up clips etc. If not in a class I would work with a trusted work out partner or consult the gym and see if they have some one that can help with the setup. Cycling should never hurt your knees, it can actually help with any knee problems.