Did the Dr say it was a pilonidal cyst or pilonidal sinus? The reason that it smells is that it is a chronic infection. There are some conservative treatments like drawing salves and hot compresses. These work for some people, but sometimes removal surgery is the only thing that helps.
If you research using the correct medical diagnosis, you should be able to get plenty of information. If it wasn't pilonidal cyst and you can't remeber what the Dr said it was, then call his office and ask him to tell you again so you can write it down and look in to it.