Treatment of the pain must be directed at the specific cause of the problem. Some common and basic treatments are Rest. Ice, Stretching, Anti-Inflammatory pills like Motrin.
BUT I would not start any of those until I knew what my doctor said to do. If you start something and it turns out to be the wrong thing - you have gone backwards, not forwards.
Read the following article by Dr. Jonathan Cluett:
Hip Pain - Injuries and Conditions Causing Hip Pain