But I must be doing something wrong because after every Pilates or Swiss ball class I have a sore neck.
Yesterday, I did two classes: a core class at 6:30 am which involved the Swiss ball and then a Pilates (just exercises on the mat) at 6:45 pm. Each class was 45 minutes.

This morning I woke up and I thought I would not lift my head off the pillow. I slathered the sides of my neck with the Chinese tiger balm and it is helping somewhat (but you can surely tell where in the office I walked 5 minutes ago just by the smell ) but I would like to know what this is happening in the first place. I know the pain is extreme due to the double class but I have this problem after every class that involves ab workout (crunches etc).

My neck hurts a lot more than my abs!
Any suggestions welcome.

Well, I can tell you that sometimes my neck hurts after core work on the ball because I put too much strain on my neck and don't hold my head correctly. I watched a video with a demo of the reverse crunch, the worst one for me, and the instructor said to push your tongue into the roof of your mouth while doing the exercise to keep your head and neck aligned. Don't know what that does, but it seems to help.

ETA- just watched the video again and he said "put your tongue on the roof of your mouth behind your front teeth to keep your neck in alignment", but no explanation. He also said in another place to keep the head aligned with the spine, which is what I don't do. I lift my head up, putting pressure on the neck and shoulders...

I would ask the instructors of those two classes to look at your form and see what they say...

Thanks Shannon and Ilene. I will try the tongue technique and I am planning to ask the instructor at the next class. I have to admit that I had to skip this morning's Pilates class because last night, my neck was so sore that I worried about doing another class and my abs hurt as well. Half a day later, I sort of regret because all of sudden I feel fine (but I put a LOT of the Chinese tiger balm on my neck).
I will post an update.