Hey, burns hurt. I got one on my finger when I pulled plastic wrap off of something in the microwave and I couldn't sleep that night because it kept throbbing. You're not being a wuss.

Take some Tylenol for the pain and DON'T be tempted to pop it. If it fills up enough, it might just drain on it's own anyway, from the pressure. I usually keep my blisters covered for a day or two to avoid that "air pain" you're talking about, but you really need to keep it exposed to air and dry as much as possible.

I'd call the Ask-A-Nurse line to find out if you should put anything on it in the meantime. Some people swear by keeping them covered in oinment, others say to keep them dry. I wait until it starts to dry up and then I put something on it to keep it soft so it doesn't crack and hurt more.