If you are worried it is best to get your GP to check it out, although normally if it is sore it is nothing serious.
I had the same thing recently, and although the skin never erupted it turns out it was a boil deep under the skin. This is caused from anti-perspirant clogging up the pores of the skin. Now I just use deodorant instead.
It could also be an ingrowing hair, very painful in such a sensitive area.
Keep an eye on it for the next few days, if it continues to be painful or gets any worse make an appointment to see your doctor.