I would definately suggest making a visit to the Doctor.
He would more than likely give you a tetnis shot and some advice and medication to help it heal faster.
I know it's not the same thing, but my sisters mother-in law had a dog bite and even though she did have it stitched up, it turned very nasty. Apparantly some wounds get worste if you keep them closed and actually needs to be drained first before being stitched up or closed up.