I was gona say this with what DSB said below. Should be good with that. [Beer]
I've used ice for digging out rocks from my arms and legs. Works great, especially with alcohol.
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Colorado Animal Health
I-25 and hwy 119
http://www.coloradoanimalhealth.com/
might give them a call for what is ailing your pig/cow/horse and see what they recommend.
I'm with flatline, dermoplast is probably the best o.t.c analgesic you will find. Its 7 bucks and is primarily used postpartum, but it should work. Good luck!