If you have sprained your finger, the first thing you should do is try to relieve the pain with ice and medication that you likely already have at home. Once the pain has been lessened, you should either tape it to an uninjured finger next to it, or put it in a splint. Keep it immobilized when participating in sports or other activities during which it could be re-injured, and position your hand above your heart when possible to help the healing process along.
The first thing on your mind after getting a sprained finger is likely reducing the pain, which can be done by applying ice to the area. This should immediately reduce both the swelling and tenderness. Taking an anti-inflammatory medication like ibuprofen can also reduce swelling and pain, while acetaminophen does not reduce swelling, but does decrease both pain and a fever. If none of these pain relievers appear to work, ask a medical professional for stronger medication to treat severe pain, and also to make sure that your finger is not broken.
It is important to protect your finger from further injury, which can be done by placing a protective layer over it. You can purchase a splint from the drugstore, or get one from a healthcare professional, which will keep you from bending the finger or accidentally using it while it heals. If you do not have fast access to a splint, you can tape the injured finger to an uninjured one next to it so that it stays straight and goes unused during the recovery period. Leave the splint or tape on for about a week, as less time will not usually allow it to heal completely, while a longer amount of time can result in stiff, weakened hand ligaments.
While you should take the splint or tape off after about a week in most cases, many medical professionals advise that you keep it on when it has a particularly high chance of being injured once again, such as during sports. Even a slight bump or finger jam that might not hurt much when your fingers are uninjured can hurt quite a bit when an already sprained finger is still healing. In fact, consider using a splint with a metal exterior during any activities, as this should protect it the most. When possible, you should also try to keep the finger elevated above heart level so that the inflammation can decrease over time.