In reply to nekonainen: I had a finger injury that didn't go away for a very long time, about a year. It was really disheartening. I ended up going private because the NHS physio where I was wasn't up to much, but one of the main things my private physio made me do was iceing the injury all the time. I have to say it made a big difference. I never did a hot and cold treatment, just cool it down all the time. If it's an inflammation causing you problems ice will help get rid of that. What was apparently happening to me was that the inflammation was causing further irritation, thus a never ending cycle. The NHS physio only ever gave me stretches to do, no mention of ice. The other thing that might help is light massage, but I'd be careful with this, I was told to massage it by my private physio, and the next week I felt worse, and he thought that I'd probably over done it.
Also be careful not to burn your self with the ice, i did that, and that is the worst, then you have an injury, but have to wait until the skin heals before you can ice it again. Also if you can I'd recommend going to a private physio if you can afford it. Mine was £34 a session and it really was worth it. I could only just afford it at the time, but 2 months later it seemed like it was nothing to be able to have strong fingers again. Also shortly after I started there was a scheme called fit for work, and that allowed me to get some free physio for a few sessions. Might be something similar in your area. Good luck.