Its very petty in regards to an overall relationship. I'd try squats/lunges/leg press along with deadlifts for your hamstrings if you want to build muscle. Muscle is pretty nice ;). Not really sure how to get rid of it though, I'd guess overall fat loss.
Exercises that concentrate on that area would help.
And I've heard that the secret to the creams is just that you're massaging the area; you get cellulite because the fat is just sitting there and the blood flow isn't being stimulated. So by that logic, frequent massages should help. There is also a heat therapy that does much the same thing.
Cellulite is an accumulation of fat in areas that are full of fat, that's why girls normally have it in their thighs. Drinking lots of water flushes out fat, but also exercising and building up muscle to burn fat. The thighs are a problem for most girls. It's just a natural part of being a girl. Don't dwell on it.