THANK YOU JJ,
SHOULD I GO TO A URGENT CARE CENTER OR TO A DERMATOLOGIST?
At this point I think it best to go to an urgent care center and have it lanced and treated. I am a bit concerned that this has been going on for a month-- that is a long time for a simple blood blister! The general treatment would be to relieve the pressure-- although I don't know why you would still have active bleeding after this much time! Given the pain you are having I am concerned that something else is going on-- infection, for example.
If you do have it looked at (and I think you should), please come back and tell us what it was.
JJ