Retaining range of motion in the joint is important, so certain exercises are a necessary part of bursitis treatment [source: University of Maryland Medical Center]. While most of these exercises should be prescribed by a doctor, there are a few that you can do on your own.
One effective exercise for bursitis in the shoulder is the pendulum swing. To do this exercise, bend at the waist, and support your weight by leaning your good arm against a desk or chair back. Swing your sore arm back and forth and then in clockwise and counterclockwise circles. A little exercise can prevent scar tissue from forming and keep the muscles from atrophying.