In reply to Moodo: Try the advice above to prevent them, but if you get them try this cure; I know this sounds nasty, but it is effective. You need 1 x needle, 1 x cotton thread, 1 x antisceptic/disinfectant, several large conventional plasters.
Wipe down needle and thread with disinfectant (I dont bother with this but I should, if you do it just makes it sting more). "thread" the blister from one side to the other so that you have a piece of of thread going through it. Do this carefully so you just pass the needle through the top layer of skin and do not touch the sensitive flesh underneath. Once the stinging subsides (about 30 secs) snip the thread so you have about 10 mm sticking out each end. This works as a "wick" to remove the liquid from inside the blister and allows it to be absorbed by the plaster. Cover with a plaster as well as possible, and change plaster as often as possible. In about 1-2 days the skin of the blister hardens and the thread can be removed.