Preperation H will help as well
Basically what happens is at some point (usually after a nail clipping) the weight on the paws change. When this happens there are new pressure points. The hair between the toes becomes ingrown and causes the cyst, or pocket of infection.
Sadie got them once after I got her. Her previous owners had let her toenails go, and when the vet clipped them it changed how her paws distributed the weight.