Heat is relaxing and soothing. It can help your joints move better with less pain by relaxing painfully tight muscles. Various forms of heat that are frequently advised include hot baths, hot packs, heat lamps and paraffin wax applications. For some arthritic pains cold treatment helps provide relief. An easy way to make a cold compress is by filling a plastic bag with ice cubes. Place a towel over the skin and the ice bag over the towel. Also, a towel can be soaked in ice water, wrung out and placed on the painful area. A dry towel or piece of plastic wrap should be placed between the cold compress and the skin to protect the skin from effects of the cold compress.