Sounds like a boil...and that would be the root. They say the only way to get rid of a boil is to pull the root out.
I had one on my hip once...kept coming and going...made life miserable. I finally did what you did...and I pulled the root out...never came back, but did leave a rather nasty scar.
It's probably best to have a doctor remove it though...or at least look at it.
i agree, however it is extremely painful, if you can get your hands on some topical lidocaine,i believe its in some polysporin and let it numb a bit you may not feel it so bad.