I'm nursing a sprain from a couple weeks ago right now. I can walk on it, it's all good, but it still hurts if I bend it the wrong way.
The best thing to do is to keep a heating pad on it while you are just sitting around, and if you get a chance soak it in hot/warm water with epsom salt. Don't do anything strenuous(sp) no matter how good it is feeling until you stop feeling even the slightest pain regularly.
If you can find a comfortable brace, wear that regularly, while you are at work, when you go out, etc. Ace bandages have the same effect, but have to be bulkier to get the same results.
My doctor said giving yourself some half-assed physical therapy should help it some, too. Like, when you get home from work, take off your shoes, have a seat and slowly rotate your ankle one way, then the other... bend it foward, then backward. You don't want to do it so much that it CAUSES pain, but since you aren't going to on the foot as much or as heavily, you need to keep it flexible.