If you're not up for the drilling, heat up a sewing needle (using a pair of needle nose pliers to hold it, of course!), and when it's hot enough, use it to carefully burn a hole to relieve the pressure. This will keep it sterile, and also allow the dark blood to seep out.

The trick with things like this under your nails is that it can trap blood that partially clots. Then, when you do something that ges your heart pumping and your blood pressure up, it can sometimes force part of that clot loose and into your blood stream. This isn't so bad when you're young, as you body can usually handle it. As you get older, clots floating in your blood vessels can cause serious problems.

The hot needle thing is something I was taught as a first aid measure while we're in the field for a month or longer. Just remember to flush it with a little peroxie afterwards, and put a band-aid over it to keep foreign bacteria out.