Answer: Alright, first and foremost, be very careful about this. Take a knife, needle or something sharp (make sure its been sterilised) enough to cut just a little into the skin where the splinter is. Try to make the point of the knife wedge out the splinter very carefully. If the splinter is all the way in your skin try that procedure. If some of it is sticking out, take some tweezers and just take it out. Hope that helps!
Answer: I am assuming you have already been seen by a physician. For glass splinters or fine wooden splinters that are hard to see and may be sticking a little out of the skin take some medical tape and apply the sticky side of the tape to the skin. Gently remove the tape and hopefully most of the splinters will be pulled out with the tape. You may need to repeat this several times. Do not press hard, simply get the tape in contact with the skin and then remove. If you find some glass embedded, you will need to go to the doctor and see about removing. Glass is hard to show up on x-ray.