mychains,
Unfortunately, yes, sometimes the TMJ splints can cause the aching pain in the jaw. The splint actually changes the position in which the TMJ's are used to resting. Usually, this goes away as the jaw gets used to the new position.
If however, if the pain gets worse, or just doesn't go away, you will need to see your dentist. They can sometimes adjust the splint. But sometimes some patients just can't get used to the splint and it has to be stopped.
Occasionally the splint will also cause pressure points, resulting in sores. You may have to have the splint adjusted for that reason also.
So, if you don't get better in a couple of days, you probably need to call your dentist, and maybe make an appointment.
Good luck.