Those things are nasty, definetly sounds like an ingrown hair/infect hair follicle. Guess you could goto the doctors to just be sure
Or you could pop it or lance as suggested. I removed the hair from one I had ages ago.. unfortunately it just got worse. Not being able to take it any more I squeezed it like a pimple.. (oh did that ever hurt) there was a pop and I opened my eyes to see this pussy ball of stuff jettison over head. It bled for abit but the relief
Weird thing was is that I never found the pussy ball... O_o