You have to start slow on things like this. Just simple desensitizing, working on range of motion, maybe building some strength in the extremity affected. In my case, my hand is affected so I don't use my right arm much, so he works my arm out to make up for lost strength. You are probably in a different situation, but still most likely have pain using what ever extremity linked to your rsd. The PT should be able to gentally stretch and work your nerve region affected. Some use tens, mine didn't. Some do biofeedback or neurofeedback.
But in the end, the only person that can help you most is you. Tell him what hurts or is uncomfortable. What seems to work, and if it doesnt feel right, try finding a new PT.