Sore that won't go away

Not sure if this is GYN or Derm, but here goes.  For the past year of so I have had a sore on my inner labia that itches like heck, but it never oozes, crust over, or multiplies; it just stays there and has never gone away.  It is hard when i squeeze it.  Like there is something under the skin!  I have to put vagisil cream everyday for the itching to be calmed.  I went to my GYN and she said it looks like a pimple.  I took a look at this bump and it doesn't have a head or anything, it just looks like a ball (size of a small pea) under my skin. Do inner labia grow pimples and what can i do to get rid of this on going problem?  Tired of the itching and buying the vagisil cream, please help.