[da blob]

You only have to worry about lyme if the tick has been on you for several days. And lyme is something to worry about, well depending on the area.
Although it's too late - to pull it off without leaving the head inside your best bet is to grab it and "unscrew" it, not just pull. Appart from the vaseline thing. Or you could also apply some frontline or the like on the bugger with a q-tip.