I am sure you are making progress. Are you gaining strength along the way?
I get soreness in my shoulders (mostly the anterior head) on my last exersice (upright rows). I sometimes have to rest my arms up on the bench to take the tension off the muscle. Otherwise, just letting them hang down at my side there is some pain. Not really during the exercise but after the set and for some time after I exercise. Maybe 30 minutes or so. However, unlike my biceps or my legs, I do not seem to be sore the following day. I once read an article in a muscle rag that the shoulders can take quite a bit of abuse (exercise wise), like the legs before they fatiuge (sp). My traps will get sore after a good session of dead lifts (I pause at the top for a second or two). Since soreness is related to lactic acid buildup, maybe the deltoids have a better blood flow helping to flush the lactic acid. Do not know, just a thought.