me one more time. I had two shoulder surgeries for impingement syndrome, and what you are describing in terms of exercises that are hurting sounds exactly like what I went through. It was a weakness (not a tear) of my rotator cuffs, and if I had known then what I know now, I may have prevented the surgeries by going to physical therapy and taking their advice VERY SERIOUSLY.
Please go back to the doctor ASAP. Let him decide whether or not an MRI is in order, and as he already suggested physical therapy, please go. Once shoulders are where yours seem to be they do not get better by themselves. Ice and laying off are good steps in the right direction, though.