Never having experienced either problem, I can only speculate. So here's what I think. A sore arm is most likely a fatigued arm, caused by throwing too hard or too much---nothing that ice and rest can't fix. Hurting is another story: a pitcher may have dislocated something, or twisted his elbow, or otherwise "thrown his arm out"; this is more serious and requires medical attention. As I said, I'm just speculating here---are you experiencing either of those problems?