thorn in my side...

well, it's actually in DS's knee... We went to the Wild Animal Park in San Diego on Tuesday. DS was climbing on one of the little rock walls and tipped over into the landscaping - I hadn't noticed the spines on the plants until I pulled him out!! He had a couple of small scratches on his tummy but I didn't see anything else on him until the next day when he said he had a boo-boo on his knee.

He's got what looks like a little thorn stuck in his knee. The skin around it is slightly inflamed and slightly red, but it doesn't look bad.

Can anyone suggest how to deal with this? I don't know if I should just leave it alone and see how his body deals with it (will it get rid of it on its own?) or if I should try to get it out.

If I try to get it out, I thought I would use a warm compress and some tweezers. Is that the best way? And should I sterilize it with some alcohol?

Thanks for any help!