I've also had abscesses just clear up on its own with the baytril. I never needed to do anything else.
Lise is right, lancing should always be done at a vet's. But warm compresses is not painful and allows the pus to come to the surface. The skin continues to thin out and allows a small passage for the pus to come out, at which time, you can gently squeeze it out, then with a needless syringe, you can flush the hole with saline/water mix. I do this several times a day, to make sure all infection is out.