I have had some people get better within a week and others that went on to need decompression surgery - it really all depends.
In general though, you would expect to see improvement after 3-6 weeks of doing the correct exercises correctly and getting appropriate manual therapy.
I personally do not like electrotherapy machine treatments (interferential, Ultrasound, TENS, etc) for shoulder problems...one day, i might be proven wrong however as it stands, i believe you can better without it.