My really hurts when i sit down and go to stand up?

I havent done anything or landed on my in a weird way but im sure its to do with the bone not sure if its my coccyx or tailbone its been like this for 2 months and it kills to sit down and when i go to stand up.. I went to the doctor about it and he just prescribed voltaren (anti inflammatory) and told me to do these exercises. It even hurts when i sneeze!! The voltaren helps to hide the pain but i find the exercises dont help.. what could of caused this? should i go to a physiotherapist? I can't stay on voltaren forever!