They sounds like Bartholin's cysts or some type of cyst; my guess.
Please consult your physician about this so that this can be PROPERLY diagnosed and treated.
No I haven't been the doctors and yes I do shave but I no its not that because I get them on the other side aswell, I have only just started to get them over the past 6 months, today they are bigger and feels like there is 2 or 3 there now and are sore.
This could be a number of things.
No doctor's visit?
Do you wax or shave the site?