there is a condition called sacroiliac joint dysfunction that can cause pain in that region. i have suffered from it for both my pregnancies and i have to wear a belt plus go weekly to physio and hydrotherapy to try reduce the pain. not sure if the symptons are completely what you are experiencing, but google it and have a look. unfortunelty they will not be able to get rid of it but doing things increase your muscles strength and eliminating or reducing the triggers that cause it.
yeh thats what i've come across online however it seems that the belt is more for your pubic bone and your pelvis not your tailbone :S i don't think there is much you can do for tailbone.