-> If the bump is near the lower part of your labia, aka near your perineum (the small portion of skin tissue between your vaginal opening and your anus), it very well could be a Bartholin Gland Cyst. These cysts are due to absesses or small growths on your bartholin glands, which are the glands which secrete vaginal fluids which assist in lubrication.
--> Even though you don't want to, you really should get this looked at if you are experiencing pain while having sex, this is not normal. Normal sexual intercourse should NEVER be painful.
--> Until you can see the doctor, DO NOT TRY TO POP THE BUMP, if it is a cyst this will only make it worse, and can create damage to the gland.

-Good luck, and remember, do not do not do NOT try to pop it again.

Please go and see your doctor they deal with all sorts of embarrassing issues...Do not let them make you feel looked down on. They are professionals and get paid a lot of money to help us.
It will only get worse if you don't seek some advise from a medically trained person.
You can ask advise in Boots chemist , it is a bit embarrassing but they have always helped me when I have had difficult medical things to ask. Remember they hear loads of diff issues everyday so they are not going to look down on you.They may even be able to advise you on some creams etc to use

Best of luck