1st things's 1st....when did it start hurting, and how bad, on a scale of 1-10 is it hurting now?
If it's recently flared up, avoid those "rubber band" exercises for the moment (Called thera-band). Use ice compresses periodically to keep pain and swelling down. (You can buy a bag of frozen peas in the market, and just keep reusing that as an ice bag, by refreezing it. Peas work well because you can mold the bag around the area of pain. and a $2 bag of peas are alot cheaper than a $20 ice pack, and just as good.
If it's been chronic for a while (several weeks) you can get away with doing more active exercises, though I'd still be hesitant to put you on thera-band exercises, without doing a more thorough assessment. A couple of easy-enough exercises would be to take a can of soup, put the soup in the hand of the bad shoulder, lie on your side (good side) and keep your bad shoulder and elbow against your side, while you have your elbow bent to 90degrees. Now, allow the can to touch the bed (or floor, or mat, or couch, whatever you're laying on), but keep your elbow bent and against your side. Now just raise the can up, still keeping your elbow against your side (don't lift your elbow off, as that starts turning on muscles you don't want to turn on). This is external rotation of your bad shoulder.
It can also be done with the theraband, where you attach one end to a door knob, and you hold the other end while standing. Same position, elbow bent, and against your side. Keeping it there, you can now pull the theraband back.
Another good one is Pendulums (or Codman's exercises). Easy on the arm, and can be a good stress reliever. You basically stand up, and lean over, using your good arm on something like a chair or table to support your leaning forward. Allow your bad arm to simply hang. You can keep holding on to the can of soup, if you wish. Now, using gravity and physics only (this is the hard part), shift your body/hips in a small circle that will cause your arm to swing in a circle. Meaning, allow gravity to move and distract your arm, not your shoulder muscles. think of your arm as a wet noodle, and your just using your body to make it go in circles. Try as best you can NOT to simply stand still and move your shoulder in a circle. Then you're defeating the purpose of the exercse
Here's a
link to where I came across those pictures you see above, with more exercises, and more concise instructions. But again I can't emphasize enough, don't just start doing any resistance exercises (such as theraband), if the pain is pretty acute, (within the last 48hours), even if it's a chronic condition, as you seem to indicate. That can aggravate the shoulder much more. Calm it down, if it's in an acute flare up. If greater than 48hours, then you can do some of those gentle active exercises, and gradually move into the theraband stuff