it's going to hurt, cuttie01. I had my mother remove some when I was a kid and she used a needle, but how much it hurts to have it removed is nothing compared to how much it hurts to have it sit in your foot after it heals over it, bite the bullet, get it taken out by a doctor
This requires some thought on your part regarding the total circumstances involved, like are you up to date on your tetanus shot, how massive is the area, lots of things. If piece is rather small and not very deep you could try some type of adhesive tape pressed gently to the area and lift up to remove shard. Apply Betadine or generic solution to area for infection. The safest most prudent advice is to get professional medical treatment. Time and money saved now could cost dearly a little later.