I've had a thorn in my foot for 2 weeks now - its from a pyracantha bush. After a week of it being tender dh tried to get it out with a needle and tweezers but its just too deep and I nearly went through the roof (not normally a baby with these things) For something so tiny its really starting to annoy me!
You need to send your DH out to the chemist for some magnesium sulphate paste (otherwise known as 'drawing ointment') which draws any foreign item to the surface of the skin and allows it to be removed.
Otherwise you will end up needing a doctor to poke you with tweezers eek!
I only know because I used to tend roses with my granny and we were forever getting thorns stuck right into my hands (back when roses smelled like roses and had proper thorns). Bloody hate roses. Don't eat the mag sulphate (unless pregnant with pre-eclampsia when it might actually help!)
You could try a hot bread poultice which will start the 'draw' before you get the mag sulph. Put some boiling water in a cup and add a slice of white bread. Apply the very hot soggy mass to splinter and cover it with a flannel. Leave it on for about 15 mins, eat the Magnum, then reapply. The yeast in the bread pulls out the thorn.