You should go to the doctor. If it was a rusty nail it can be infected and hurt like crazy. And if you go to the doctor they will wash it. My dad once had a nail go through his hand when he was young and he told me what he did.
As a Contractor I have had many nails puncture various parts of my body through the years. I in fact actually put a nail through my foot with a nail gun and the ER doc was only able to pull it back out after having his nurse go out to his car to retrieve a large pair of pliars he had stored in his trunk. That was the only time I recall needing assistance with this type of injury. If you have had a tenatus shot within the last ten years then you simply need to soak your foot in a bowl of warm water with Epsom salts.