Post injection, rest or exercise?

I had a cortizone shot in my elbow for tennis elbow yesterday. The injection was a breeze, didn't hurt much. But my elbow over the past 24 hours has experienced swelling, stiffness and aches. Should I "work out" the elbow such as doing physiotherapy on it, or "rest it". The only advise the doctor said to me was "if it hurts don't do it". This isnt' what I expected at all. Instead of immediate relief, It feels like a bad flare up.

Cortizone takes a good two weeks to take effect. The only time you get immediate relief is when it's mixed with a numbing agent. As to the swelling, that is new to me and I'd call in and ask. I've never had swelling from an injection.