Painful Cyst

I have a cyst about the size of a bb for an air soft gun on the inside of my labia. I've had it for as long as I can remember. A doctor said that unless it became uncomfortable, there's nothing to worry about. Just recently, it started burning and overall it just hurts. Does anyone have any experience with cysts in that area? Do you recommend me going back to my doctor? It hasn't changed in size at all.