Been there, done that. Not to minimize it, but you are SOOO lucky that it didn't pop until 37 weeks. I had very bad hemorrhoids for the whole 3rd trimester.
Yes, it will go away after birth, but the stress of labor could very possibly make it worse before better. (Sorry!) I tried just about every over the counter thing available, plus two Rxs, but the only thing that worked was a salve ordered from Herb Lore, 1-877-808-5815 or herblore.com, click or "ordering" and type "hemorrhoid" into search box.
Good luck!