Presuming it is an external hemorrhoid, you could simply wrap an ice pack in a very light towel and then sit on it. I would advise another thing that would get cold to the area is, if you can handle cold water, sit in a bath tub of cold water for a while.
The idea is to shrink the swelling with the coldness. Hemorrhoids will often shrink back down and just go away.
If it continues to be bothersome, a doctor can "band it off" which simply is to place a tight band around the hemorrhoid. Lack of blood flow will make it fall off similar to treating a skin tag.
Best of luck to you!
Lindaru