The unbroken skin over a blister provides a natural barrier to infection. This means that you should try to keep blisters intact and unbroken in order to avoid infection. Never pierce a blister with a needle, but allow it to break on its own once the skin underneath has healed.
If you have a blister in a position that is causing you pain or that makes it likely to burst (such as on the sole of your foot), its important to cover it with a soft dressing to pad to protect it.
Courtesy of NHS Direct.
Try Compeed blister plasters .They do all sizes for any blisters and ,relieve the pain and the pressure and you will find it will heal really quickly as they absorb the moisture and are anti bacterial. They stay in place even after a shower or bath and prevent infection. I had a nasty one on my heel a while back and these plasters were brilliant and it healed within a couple of days.