I've Been Getting A Bump Under My Arm Pit Constanly

I've been getting a bump under my arm pit constanly for the last couple of months. I thought i was allergic to a certain deodorant so I change my deodorant but I still get the lil bumps under my arm. When I bust them , there is a thick brown like substance that comes out , sometimes pus. Sometimes it will hurt if the bump is larger under my armpit. Can you tell what the problem ? Is it something major I should check with my doctor about ?