What to do to a sprained ankle that's hurting a lot?

A sprain or strain: It could be a fracture (broken bone) a sprain (torn ligaments) or a strain (strecthed out ligaments). Have a physical exam by a podiatrist to make sure which one it is and follow the treatment recommendations. Sometimes, just a compressive wrap is needed, maybe a splint or a walking boot. It's tough to say exactly without an exam.

See a doctor: Have an x-ray if no fracture then rest, ice, compression, elevation and take aleve (naproxen).