Old thread, but hey.
Nets training this evening, followed by catching practice. Went for someone else's catch. Ball landed directly on tip of middle finger. Yelled; squeezed it; had a quick look. Badly out of shape. INSTANTLY pulled it (seemed appropriate as it had been pushed out of shape). Horrible cracking sound. Then pushed it, for good measure. Squeezed it like hell for 10 minutes, followed by ice. Amazed that I can type with it four hours later. I've never had a dislocation before, and I'm obviously lucky that nothing was broken, but I now fall into the camp of those who say put it back in quickly. It's tender and bruised, but I think I might yet play this Saturday. I think the speed with which I relocated it was critical, and putting it back really didn't hurt at all because I did it so quickly while it was numb from the initial impact.
Just sharing my experience. If it happens to you, it might be advisable to get it done by a professional.
Of course, I don't know how it's going to feel in the morning. It does look a bit blue.