Thanks you guys.

Well, Even though his toe nail didn't looked split,
I took him to the vet for "Peace of Mind".

Rocky HATES going to the vet.
So I figured while I was their, he might as well
have his yearly check up a bit early, and his heart-worm
test done too.
The Vet could not see anything wrong with Rocky's nail,
and said his toe should be feeling better in a few days.

(now if Rocky would stop licking it, he is making
the area inbetween his toes raw and he is
upsetting his tummy.)
I sprayed some bitter apple around the fur today.

Thanks again.