I had it done twice for a frozen shoulder a few years back. If I recall, it did ease the pain some, but only temporary. And it also caused breakthrough bleeding that scared the hell out of me!
I have a frozen shoulder AGAIN, on the other side. I'm not doing it this time, even though my shoulder hurts like hell. I guess I'll just ride it out; from everything I've read, the condition has to pretty much run its course.
I hope your shoulder gets better soon!