I would be concerned about not going in to the ER if you are in a ton of pain, even if you know its a cyst. I had a couple of cysts on my ovaries (I needed to have surgery but was waiting for my insurance to kick in), a couple of them burst. I was in an incredible amount of pain. My BIL (long story) took me in. When they did the vaginal ultrasound they discovered the cysts had ruptured. When I said something about, I just shouldn't have come in then. The ultrasound technician said "NO, its good you did come in. If a cyst on your ovary bursts it could make your ovary twist. If this happens and it isn't corrected very quickly it can do great damage to your ovary and could result in a lot of other complications."

I would definitely talked to your gyno about it.