Also, infections -can- get down into the bone if they are severely neglected, which can potentially result in am amputation. Personally, I'd rather go to the doc and risk being called a wimp than not going and risk losing a finger. Use some triple anti-biotic, neosporin, whatever. You can take a disinfected or new needle (alcohol whipes, or hold the head of the needle just above the blue cone on a flame will disenfect this, i personally would use new but if you have sewing needles around the home) you can poke a hole and squeeze the puss out, and apply the triple antibiotic to relieve pressure on the wound.
My #1 rule, when i doubt, go to a doc.