problem with my bichon mixshitzu

Question
she is not yet a year spends most of her time inside but loves to play with our other big dogs outside,we live in the country.What looked like some kind of bump pimple size with a hole in the middle so I cleaned it with peroxide and squeesed to see if puss would come out but a white clear worm came out.do you have any ideas on what it is or what I can do now?

Answer
You should probably have your veterinarian take a look at this, but two possibilities come to mind.

Hookworm larvae can penetrate skin if the dog lies or walks in a spot where eggs have been deposited (through stool) and then subsequently hatch out. Have your dogs checked for internal parasites.

This could be the larva from a bot fly, and a dog can get that from being bitten by an infected mosquito or other insect. Apparently, the larvae can penetrate the skin on their own, also. From your description, the bot fly sounds like the most likely possibility, as they need small "breathing holes".
http://ambergriscaye.com/pages/town/botfly.html

I would use some sort of disinfectant or antibiotic in the wound to make sure that it doesn't become infected.