Pimple/Blackhead type object.

I have an 8 year old female full-blooded Australian Terrier, her name is Sydney. Today while giving Sydney a bath I felt a little bump on her back left thigh, thinking it was a tick I went in for further inspection and found it to be what looked like a white protruding whitehead or something along those lines. The object was white in color, and the skin around was almost black in color. My brother had said he had found something similar in description on her about a month ago, that time on her neck. He said he had pulled it off and it leaked out a bunch of disgusting puss and more white stuff. So I did the same thing, and had the same result, as the liquid drained the discoloration of the skin was reduced, and the swelling around the area went away, and now I can't find it to see what it looks like. Is this something I need to be concerned about?

Justin