That happens to my hubby offten, and he cannot take pain either. What I do is put a hot (or as hot as you can take it) put it there for a couple of minutes and then pop it. He usually bites down on something.. then I put alcohol or neosporin antibiotic+pain. Good luck!
I also would recommend a hot washcloth or a sitz bath for 10 minutes.usually they pop on their own.I had one and it was extremely painful.I hope this helps.
You could try to put a hot washcloth on it do it gets a whitehead on it. Maybe if you can pop it after it forms a head, you'll be able to see the hair and pull it out. Some people say not to do that, but when I do, they never come back. Then put neosporin on it. If it's in a spot where it rubs on something, I sometimes use vaseline to form a barrier on it. Good luck, I hope it feels better soon!