I'm sorry you're not feeling well and that your doctor didn't do a very good job of explaining. I have a seton in my fistula too. It's to keep the fistula open so it can drain. This will keep it from getting infected and abscessing again. I know it hurts. I was in quite a bit of pain for the first few weeks after my seton was placed. I've had it for about a year and a half now. Some days it still hurts, but for the most part it isn't too bad. Some people have luck with seton closure - lots of the drugs like Humira promote fistula closure. Others of us don't achieve fistula closure. I'm resigned that I'll have mine for the long term but I know there are people on this board who have achieved fistula closure and were able to get rid of the seton.
One thing that I find to be quite helpful - I keep gauze on it all the time. Otherwise, the drainage irritates my skin and makes the area around the seton sore.
Best of luck to you - hope you're feeling better soon.