I'd suggest getting your doc to send you to a physical therapist. Doing the wrong excercises for your problem, or even doing the right exercises the wrong way, could do more to hurt you than help. The PT can prescribe exactly what you need and teach you how to do the exercises correctly.

As for treatments, hot/cold contrast treatments do wonders. Start with ice for 10 minutes, heat pad for 10 minutes, ice for 10 minutes, heat for 10 minutes and ice for 15 minutes. Something about the heat/ice constrast that opens up the blood vessels in the affected area and lets the blood carry out the metabolic wastes of the damaged tissues to speed healing. You can vary the number of contrasts you do, but always start and finish with ice.

Take vitamin supplements, especially heavy on anti-oxidants, glucosamine/chondroitin, and fish oil capsules. It's not natural, but the nsaids like naproxin sodium (Naprosyn) and ibuprofen (Advil) help reduce pain, inflammation and swelling. With all the arthritis I've got, I practically live on Advil.