In the mid afternoon at work, my finger broke out in small bumps and I pop them, but my finger was still swollen and itchy. I went home and washed it again, applied, proxideand vasillen grease n wrap it. A few hours later I unwraped it washed it again my middle fingers stills burn when washing and applying proxide on it. What does that mean?

It sounds as though you have a form of dermatitis, which is basically an inflammation of the skin and could be considered an allergic reaction to something you came into contact with.