Strengthening your shoulder external rotators is an important step in building stable, functional, pain-free shoulders. If you can perform full range of motion external rotations unweighted then it is time to add some resistance and get stronger! Cable machines are ideal for this but bands can work very well also.
Make sure that you hold your shoulder blades still as you work through your range of motion -this motion should happen in the shoulder joint itself - NOT with shoulder blade movement.
Start with very light resistance, only progressing as you can strictly control the movement.