I guess it could be good for your shoulder to be well wormed up before a gig, jaming or just practice. Stretching, massage and some kind physic isn't bad I guess.

But, if the pain comes from the strap (like wounds) perhaps a little pad or something could make wonders.

Sometimes I feel pain and just sitting down for 10-20 minutes refresh your shoulder and you may stand up again for some hour. If the pain comes back, stop playing standing immedietly. Continue playing with any kind of pain is never good. It's the same for fingers, wrists, head or whatever..

I hope your problem will be solved, iiholly!