I had one when I was 18. I soaked in hot baths, the hotter the better, and one day I couldn't take it anymore and I kinda pinched the top and it made a very small tear in the skin where it all of the sudden started draining. It was pretty gross. Like the other poster said, it smells so bad and if you do this, have a lot of towels or old rags around because once that stuff starts draining, it doesn't slow down.
I read that if it keeps continuing, surgery may be necessary to close it. My mom is an RN and she's seen it. They cut around it and sort of scoop it out, then suture you up but you have to lay on your stomach for a good couple weeks and you also have to keep having the gauze dressing changed very frequently.
I'd try to get it lanced in an ER, especially if you have a copay. Keep it clean, sit in sitz (warm salt baths), stay clean.
Best of luck. I know it's no fun, at all.
ETA: I agree with TheBob, once it starts draining, it's immediate relief. Not joking.
This post was edited on 1/20 at 11:30 pm