A few months ago I had cellulitis in my finger I think I may have it again. My finger is red warm swollen n very painful! What should I do?

See your doctor. If you have an infection it needs to be treated with antibiotics and even possibly surgery to drain the infection. Also there are other medical conditions that can cause a red warm swollen painful digit.
You . You need to seek medical attention immediately at an urgent care center such as http://www.Fasteruc.Com or youir local emergency department to better evaluate. Infections of the finger can spread up the hand and become difficult to treat and may require incision and drainage (surgery to cut the area open and drain the pus), plus/minus antibiotics. Do not wait!