I am sorry to hear about this issue, as it sounds quite painful! If you find that the blister is not healing up, then you should see your primary care doctor
or a podiatrist
for evaluation and help getting the issue under control.
As you no doubt know, a blister forms essentially from pressure and rubbing on an area of skin. This leads to separation of the superficial and deep layers of the skin, with an accumulation of clear fluid between them which produces the blister.
The major way to treat a blister is to immediately remove the source of pressure that caused its formation in the first place. Most of the time what this means is that you have to stop wearing the pair of shoes that caused the problem and switch to a more sensible, comfortable pair. Additionally, you may want to cover the blistered area with moleskin or a foam donut to further reduce pressure and allow healing (you can buy this products in any pharmacy).
In any case, you should also go see your doctor to rule out any serious issues. If there is any evidence of infection of the blistered area, you should seek immediate treatment.