When determining that you want to do exercises for shoulder pain, you first need to determine which part of your shoulder needs to be exercised (that is, which part is causing the pain) and whether or not something more serious has happened like a tear of the muscle, ligament, tendon or even cartilage. Your injury needs to be checked out by a qualified person before you start any exercise program.
There are certainly plenty of shoulder parts that can tear, and each of the tissue types associated with the shoulder area can seem very similar without the benefit of an MRI to really take a look. Recently, a patient came in with shoulder pain and the only trauma he had experienced was having bad posture.
With no history of any real trauma and dealing with someone who performed little if any regular physical activity, it seemed unilaterally that he would have torn anything in his shoulder. After he had an MRI, it was determined that he had literally torn parts of his rotator cuff because his bad posture and rounded shoulders had been out of place for so long that gravity had finally taken its toll on his weakened muscles.
Assuming that you've checked everything out (by a doctor, not you and your friend deciding) and nothing is torn, you'll need to decide which muscle has been affected and what you're going to do about it. Then its time to begin exercises for shoulder pain .
From a postural standpoint, its the back of the shoulders that are going to be an issue. So raising dumbbells over your head or doing military presses will likely have little effect in taking care of any shoulder issue. In fact, if you continue to work out the front of your shoulder while continuing to neglect the back your shoulder exercise program will only make your shoulder pain worse.
Attaching your posterior deltoid and muscles of the rotator cuff should be your focus (from a posture standpoint). You can use small dumbbells (start light) or even look into some resistance tubing. There are varying strengths available to give a wide range of people an effective workout.