Yes, you should go to the emergency room. Boil without fever is ok, but boil with a fever may mean that the bacteria that are causing this boil have entered your skin elsewhere. The consequences can be extremely drastic. Of course, the fever could be unrelated and the boil could go away on its own. However, if the bacteria have entered the skin around the boil, you must get it treated as soon as possible.
Check your boil. See how it looks: how big is it? Is it white inside? Is it more than an inch? Is the skin around it red, hot, and raised? How much of the skin around it is red, hot, and raised? Has the redness around the boil increased in the last hour? Is the area around the boil swollen - and is the swelling increasing? Is it not painful, painful, or very painful?
You could wait a few more hours - maybe until morning - to see if it increases in size. If it decreases, and the fever goes away, you're fine. If you still have the fever, and it is the same size or increased, go to the ER immediately.
As for right now: if the area around the boil (like 2-3 inches away) is already red, swollen, AND very painful, go to the ER.