If you already pulled the tick off, clean the area with hydrogen peroxide. The head will not burrow further into the skin.
A brief lesson on ticks:
Ticks are found in shaded, woody areas with lots of undergrowth. Ticks come out of winter dormancy when the outside temperature gets to 45F. They hitch a ride on any passing animal. The tick starts chewing into the flesh, (they like warm areas - behind the ears, between the toes, behind the elbows). The tick buries its head in the skin and excretes a thick saliva which after a few hours will turn into 'cement' making sure the tick doesn't easily come out before finishing feeding. When removing a tick, you want to grasp the tick with tweezers right at the skin. DO NOT squeeze hard enough to squash the tick, but you do have to hold it firmly. Then give a good yank. If a chunk of skin comes off with the tick, this is good. That means you got the head too. Then clean with the peroxide.
The reason you don't want to squash the tick is because the Lyme spirochetes and Rocky Mountain Spotted Fever are transmitted by the blood. The transmission occurs when the tick is finished feeding. The tick regurgitates some of its stomach contents which helps soften the 'cement' so it can get it's head out. The organisms that transmit the diseases are in that regurgitated material. As long as you don't squash the tick when pulling it out, there should be no disease transmission. If you are unsure that you got the head out, take your dog to the vet tomorrow. They can check to make sure everything is ok.
Former Vet Tech