Ice or Heat? There really doesn't seem to be an right or wrong answer. It really depends on what the cause of the pain is (inflammation, muscle spasm, nervy things etc), and for how long the pain has been there.

Here's a good over view on when and how best to use either one or both.
http://orthopedics.about.com/cs/spor.../iceorheat.htm

Since your pain has been there for a while Sally, it would be considered a chronic issue; and if there is inflammation (cold) it is likely to be localized to a small area (tendon, ligament etc). That small area might be causing other compensatory reactions like spasm (heat).

Sometimes putting a short cold application on for a bout 5 minutes followed by a longer warm one for around 20 minutes helps. Doing that increases the circulatory exchange, decreases inflammation and spasm; and also helps to soothe neurogenic pain. You can alternate like that a few times over the course of an hour and finish up with heat.

Sure hope that something works for you. Joint pain can be nasty.

With love, Erika