Is something wrong? I have a small bump on my anus. It has been there for about 4 months, and it just now started hurting. There seems to be a bump next to my anus and one inside. The one inside hurts.

There . There are several possibilities. It could be a hemorrhoid. It could also be an area of infection. As this has been persistent and you are having pain, i would urge you to seek medical evaluation. If you have increased pain, fever, feel flu-like, or have discharge then you must be seen immediately.