Summarize this article:

If your pimple is especially large and painful, or won’t go away with home treatments, see your doctor. She can diagnose any underlying causes and may be able to provide you treatment to more effectively reduce the pimple. You can see your regular doctor or a dermatologist for the pimple. Your doctor may suggest a cortisone injection for a large or painful pimple. This can quickly reduce inflammation and promote healing.  A cortisone shot may cause some pain or discomfort. Your doctor can use a local anesthetic to numb the area before he injects the pimple.  You may notice a dramatic and immediate reduction of the size of your pimple following a cortisone shot. Large pimples that are closed, or under the skin, are difficult to remove without the help of a doctor. A recent study showed that a simple surgical procedure to remove the pimple at its base using medical cautery and forceps can effectively reduce or remove a large pimple. You will need to visit your doctor for this procedure, which may cause some pain and healing time. This is done only rarely for severe or stubborn cases.

Summary:
See your doctor. Inject cortisone into the pimple. Undergo surgical extraction.