@MissDaphne - Does it hurt worse after you exercise? That would suggest that it gets inflamed, and ice is generally helpful for inflammation. I have an older muscle pain that I still put the frozen peas on sometimes after a long workout or a lot of walking (it's a leg pain) and it still seems to help.
That said, are you SURE it's muscle pain? My husband thought he had a sore muscle in his shoulder and actually started physical therapy. In the meantime, an orthopedist had ordered an MRI. Turns out he has a torn labrum, a cartilage tear, and no amount of physical therapy or anything else short of surgery is going to fix it. A bummer, but better to know and not waste time and money on treatments that won't work.