The good news is that the male Botfly is harmless, but see a female and you do not want to hang around. When it comes to egg-laying she looks for somewhere nice and warm and moist, and you'll do just fine. Now all it takes to hatch them is a few days and some body heat.
Once hatched the larvae dig down into your skin and head for somewhere safe and warm with lots of food. Your brain, perhaps, because apparently human tissue is nectar to these guys, although it is sometimes possible to lure them out by applying raw meat to the infected area.