How bad can this splinter be?

I was hanging out with a few friends today and we took off our shoes and walked around this not-too-clean lake. I didn't notice until I came home but there is a dark splinter in my foot and it is very sore right now. It's red and it's starting to poke out a little, but I can't pull it out with tweezers. I'm afraid of getting an infection from this, and I can't reach the doctor right now because it's late. How long until I get a bad infection from this splinter?