you don't need to do anything unless the egg starts leaking or oozing. It's best to get it in a plastic bag, close it tightly and get it out of the house. Stink eggs can explode and contaminate everything around them. PU!! It can happen because of a deteriorating dead chick inside, etc.
Thank you all for being so welcoming and for the great advice. The chick inside the egg did turn out to be dead at about 17 days old. I was just going to throw it in the woods but my kids wanted to barred it and so they started a chicken cemetery out back the chicken coop. They made a little cross for it to. Their to cute...