How can I treat a sprained pinky?

The pinky blues. How to get rid of the "blues": ice 20 minutes on/20 minutes off during 1st week. After 1 week, heat or ice, whatever feels better. Arnica. Nsaids like Ibuprofen with food if your stomach's okay. Gentle stretching. If gets worse or not better in 2 weeks, see your doc. Hope your pinky's happy soon!
Get an x-ray. You will need and x-ray to see if you have a fracture or if it is just a sprain. If sprained, you may need to have it immobilized.