No pain, no gain. Pain is your body signaling that something is wrong. To increase muscle and develop endurance you may need to experience a slight level of discomfort, but that's not pain. Always see a doctor when experiencing an unusual amount of discomfort. It could signal a serious injury.
Heat makes injuries feel better, heal faster.
You want to use ice, not heat, to reduce pain and swelling. Always have a doctor check the injury so you can be sure you're on the right track towards healing. Taping an injury prevents further damage. Don't believe it. Tape can support weak ankles but you can't depend on it.