It seems that you may be suffering from sinus pilonidalis. During this disorder, a hair(s) grows inside the skin instead of outside it. Ingrown hairs can cause chronic inflammatory reactions as well as secondary infections. A cyst filed with pus usually form during such infections. Cysts can communicate with the skin's surface via fistulous canals through which the pus drains spontaneously. The treatment for such a condition is surgical. The entire cyst (including the hair and follicle), the fistulous canal, and the skin above it should be removed. This radical excision has to be done to prevent a recidiv. You can visit a plastic surgeon to investigate the area and request a diagnosis.