Here's more information about boils:
http://www.medhelp.org/medical-information/show/1290/BoilsIt sounds like it's pretty common and they heal on their own in about 2 weeks after they're fully drained. I think you need to be careful to not spread the infection.
Yes, I get them also. They are cysts. It is normal for me, and many other woman. It is usually caused by shaving. Put some warm water on it for a few days. Eventually it will come to a head and pop.
Look up "Bartholin's cyst" on Google images and see if that matches what you have. They're not normal but very common. They often go away on their own but if they get large and painful you have to see your doctor.