Mild infections can be treated easily enough at home. If it's just a little irritated, slightly red or warm, you can try a few things to clear it up on your own:
Make sure it's not being caused by an allergic reaction to your jewelry. If you have a nickel sensitivity, you may not be able to handle jewelry made of nickel-laden metals. Silver, gold, and steel still have small amounts of nickel in them; enough to bother someone who's very sensitive. In this case, niobium or titanium jewelry may be necessary.
You can also have allergic reactions to other kinds of metals, even if they don't contain nickel. Personally, I can't wear nickel-free costume jewelry made for "sensitive" skin - I don't know why, but it's got something in it or on it that irritates the crap out of my ears. So, always consider the jewelry first if you're having a problem, and have it changed to a high quality metal if you think that could be the cause.
- If you don't think the jewelry is the cause, then the source of the infection is probably bacterial. The way to fix that is to kill and/or clear the bacteria. The best way to do that is to start cleaning it twice a day and doing sea salt soaks twice a day; basically treating it like a brand new piercing. The heat and the salt both help to draw out pus and other fluids that may contain bacteria. Hopefully, following that regimen for a few days will clear up an infection in its early stages.