Hi Little N!
I have some friends who are physios (none of them live near me, worse luck!) and they do say that the patient usually gets worse for a week before they get better. Don´t know why though, perhaps breaking down scar tissue or something.
So I´d persevere with the excercises, or at least the ones you can do without too much pain.
or perhaps you could phone your physio and ask for a bit of advice?
Anyway, good luck, and treat yourself to something nice this weekend!