Hi..
Welcome to HEALTHCARE MAGIC..
I have gone through your query and can understand your concerns..
As per your complain it seems that painful boil in the crease between vagina and thigh that is bleeding is an 
abscess that has started draining and is highly infected and aggressive..
It occurs most commonly due to hairfollicle infection while other causes can be infected gland in the area or infection in the skin leading to pus formation under the skin..
I would suggest you to 
consult a General surgeon or you can even see a general physician and get evaluated.
He can do a proper 
incision and drainage to drain off the pus and blood completely and do an antiseptic dressing over it..
He can also advise you a course of antibiotics, anti inflammatory painkiller and topical application of antibiotic, 
steroid and numbing ointment..
Avoid wearing tight clothes and inners as they can rub against it and cause pain and bleeding..As of now take a sterile gauze and put moderate pressure over the bleeding area and hold for ten minutes as it will help in ceasing bleeding..
Cool compresses can also help..
Application of numbing gel can reduce burning..
Hope this information helps..
Thanks and regards.
Dr.Honey Nandwani Arora.