Wow... That smarts.

As the [self proclaimed] resident EMT and safety officer for VOIPo I would suggest you go see a doctor. That could get infected, and that is something you don't want.

A doctor will be able to numb the nail bed and thus remove the offending object with much ease and with little discomfort to you.

In addition he would give you a script for antibiotics just to be safe.

Soaking it won't make it come out on its own... if it doesn't get infected first it will eventually come out. Once it is removed the pain will go away.

If it does get infected you will lose the nail completely. The nail will fall off or a doctor will have to pop it off for debridement of the nail bed to remove the infected tissue. If it gets infected you will be forced into seeing a doctor.

Now at home on your own you could try using a needle to pick it out, it will hurt a bit but shouldn't be too bad.

Your options... Dig it out and Pray, Wait and Pray, Go to the Doctor [and pay].