Rehabilition exercises are an important aspect of any treatment to regain lost strength, flexibility, balance, etc.  These are either done during treatment or given as exercises to do at home.  These exercises help to restore previous function, help retrain proper muscle firing patterns, and teach proper movement patterns.  More importantly, learning what movements to avoid and screnning for aberrant movement patterns will help to teach patients what to avoid to stop the pain from reoccuring. 

A common example is a recurrent inversion ankle sprain, where somone keeps "rolling over on the outside of their ankle".  Because of the first or subsequent ankle sprains a person sustains, when not rehabilitated properly, the muscles that help to stop your ankle from "rolling over" might be weak, might fire late, or be injured.  The ligaments of the ankle will probably be not as strong and you might have increased motion in the ankle and your ankle joint might have lost some of its proprioception due to injury of the numerous "position" receptors located in the ankle and surrounding area.  Most therapists stop treatment once the ankle is pain free and the swelling has reduced and most people think the ankle has healed, which usually is not the case.  Ligaments can take up to 6 months to fully heal and reorganize to proper strength, and if you do not rehab the ankle properly with specific exercises (ie., targeting the weak muscles, stretching the tight muscles, and balance or proprioceptive exercsies), then the chances of re-occurance are greatly increased.