My favorite remedy is to soak the finger in very warm water (as hot as you can stand) and Epsom salts. This will help draw the infection out. Soak it for 20-30 minutes about 3 times a day.
Also, my mother-in-law treated one of my infected fingers with potato peels. She used a potato peeler to get a few peels off of the potato, wrapped my finger in the potatoes, covered it with plastic wrap, and taped it to my finger. I slept with it on and the infection was much better the next day.