Stacking on to some of the other posts about protecting your finger, instead of using an entire latex glove, you can get these little finger condom thingies that people use for cleaning and what not at the store - they're a little bit thicker and more durable.

A few years ago, the night before a swim run I slipped and cut almost the entire tip of my finger off. I put one of those finger condom thingies on it, taped it with waterproof tape, did a second one on top of that, and was fine In and Out of Water multiple times for a couple hours, over rocks, etc.