The conservative treatment of tennis elbow consists of-
Anti-inflammatory medications and cortisone injections are often used to help control pain and inflammation
An elbow orthosis, called an elbow clasp, can be worn. The theory behind using an elbow clasp is that the brace will redirect the pull of misaligned muscles. Patients often find relief of pain when using the clasp during activities.
Some simple exercises can also be helpful in controlling the symptoms of tennis elbow. These exercises should not cause pain, and those that do should not be done until pain resolves. By strengthening the muscles and tendons involved with tennis elbow, you can help prevent the problem from returning.
You should consult a physiotherapist to help you learn the exercises.Repetitive stress injuries are a contributive factor for tennis elbow,these should be avoided.
Refer http://ergonomics.about.com/od/tenniselbow/a/tenniselbtp.htm for more info.
also using a wrist splint to prevent wrist extension you should think about when you are lifting any thing you should not see the back of your hand you should see your palm this helps by useing the wrist flexors to stableize the wrist and allow your extensors the rest that are needed to heal. Cross friction massage about 1-2 inches below the lateral epycondyle ( the boney knot on the thumb side of your elbow) in the hand clinic I work for we don't start exercises until pain level is down to a tollerable level. Physio can do Phonophorisis ( theraputic ultra sound with a topical steroidal gel) or Iontophorisis ( electrotherapy to introduce an steroidal medication to the area) but activity modification is the best traetment you could do with the elbow strap and wrist ****-up splint