I would DEFINITELY see an endocrinologist/your Gyn. You might have insulin problems and those can be treated. There has been recent research that suggests that getting the diabetes/insulin resistance under control helps to get everything else under control too. Good luck!
What kind of a doctor are you seeing? I would suggest seeing an Endocrinologist as they are the hormonal experts who best treat PCOS. Your family doctor is not experienced enough to deal with this issue. I made the mistake of seeing regular doctors for many years before finally figuring out who I need to be seeing. I have never ever heard of any ovary bursting over ovarian cysts due to PCOS. I think your doctor is highly misinformed. Before I found someone who deals with PCOS I was told every BS line in the book. I even had one doctor tell me my ovaries would probably need to come out! WRONG! My ovaries are not the issue. My insulin resistance is. Also, cysts associated with PCOS usually do not cause any sort of severe pain when bursting. They usually shrink, not burst. The cysts unrelated to PCOS can cause severe pain as they are the type that ruptures.
I sugest you to go to the doctor for treatment. If you have PCOS, you need to start getting treated for it. I have not heard of anybody complain about possible ovary bursting...the cysts yes, they can rupture and cause horrible pain and bleeding. If you suspect a cyst might have ruptured, I do reconmend you seeing your GYN.