The next stage occurs if you ignore the problem, where you will experience pain during and after an activity. Now, some thickening of the tendons and adhesions have formed at the joint. Physical therapy is required. Now you definitely need to seek medical assistance. If the problem is impingement or an insignificant tear in the rotator cuff tendons, it is usually handled non-surgically with medication and physical therapy.
Ice is generally best to use due to the inflammation that occurs with irritations.
Use an ice pack for 15 minutes at a time. Do not work through the pain. NO pain, no gain is NOT true. Consult a physician for a proper diagnosis. Consult a physical therapist for an appropriate exercise program.