First off, don't use peroxide. Peroxide kills both good and bad bacteria.. and you want the good bacteria there. Secondly, it does sound like you have an infection. Make an appointment with your doctor to be looked at. The sooner the better for treatment. Good luck.
It sounds like a bacterial infection from the normal bacteria in your anus that have infected the surrounding skin. You should see your doctor about this and get on some antibiotics as soon as possible. You do not want this infection to spread and become more serious.