coccydynia and exercise

[skweek35]

Hi,
I'm new to this site and looking for a bit of advice.
I have suffered from coccydynia for the past 4 years! I have had numerous 'pain relief' procedures. Most of these gave about 3 months pain relief. My NHS chronic pain relief specialist has said there is nothing more they can do for me.
I have read that doing some exercise can help towards long term pain relief. I started with a personal trainer last week and since then have had more pain than ever.
I'm now at a point where sitting is absolutely impossible. Even just trying to sit down for a minute results in immediate pain! So I avoid sitting at all costs. (am currently kneeling at the coffee table)
Should I call to cancel my personal trainer?