Gauze stuck to my toe ?

I had my toenail removed about 4 days ago and well the gauze under the bandage is stuck to the dried blood. I'm extremely sensitive to pain so I've tried to pull it but, through hysterics and lots of crying, didn't manage to get it off because I'm to much of a wuss. My dad recommended soaking it in warm water to try and loosen it. I think I may have to go to the doctor. Any suggestions to almost painless ways to get it off?