Is it white ? Is it moving? If it is under your clitoral hood, grab it and pull it off of you. The clitoral hood is just a cover of skin. The recess there is not very deep and it is not part of nor connected to your vagina.
What other symptoms are you having. Are you seeing anything emerge from your skin?
Also, was your diagnosis from a lab test or just the doctor assuming from your syptoms that it is pinworms?
Did all your problems start after taking PinX or combitrex? Was your initial symptom only anal itching?