My dad used to keep a very tiny drill bit for such occasions. If you catch it right away and let the blood out, pain is gone. I slammed my index finger in the car door once and he heated up his little tool and went to work on the nail, it took a while and I had to lay down once before I passed out, not from the pain but because it was a freaky feeling.
Sorry for the visual, it gives me the willie's just thinking about it.