I Have Been Having PT Twice A Week For A

I have been having PT twice a week for a month for my shoulder. PT says it's my rotator cuff. Some of the exercises trigger something in my wrist and it gets very sore and swollen for usually a day or two. After a month I have good days and bad days with my shoulder, however the good days are not without pain. The pain hasn't improved at all but my range of motion has some days. Should I be contacting my referring physician to request an MRI or is it too soon yet.