I did this when I was 16, walking home from the bech without shoes.
I am SO soft though, i wouldn't let anyone near me to get it out. I hobbled for days and my dad scared me by saying that it would travel around my body until it got to my brain and then i'd die.
I reluctantly let him apply a sugar & soap plaster. We changed it every night and after 3 nights, there was the glass, on the plaster!
Now, whenever the kids get a splinter, we put sugar and soap on and it always works.