You can spray a little anti fungal stuff on it --whatever they sell for athletes foot. If the egg has gone bad, though, it's going to mold and eventually smell anyway as well as collapse. Good luck.
Same thing just happened to us and Aliza is right, if the egg is bad anyway, it will fail no matter what. Our egg was bad because a hatchling had turned it while he was still in the incubator. I re-arranged the egg, and all the others that got turned are fine, just not that one.
I first noticed mold about 3-4 days ago, and it wasn't much, so I wiped it all off and put it the egg in a new container. I forgot to make the perlite less moist (mold can also be caused from too much moisture), and so when I came back awhile later, it was sweating horribly. I soaked up all the liquid with paper towels and I had to leave the egg in it's new container with the lid off for a few hours to dry it out. I also sprinkled baking soda over the egg to help with the mold. Yesterday the egg started denting a bit.. I thought maybe it had dried out too much, so I buried it in the perlite a little in hopes of making it plump back up.
This morning, the egg was dented horribly.. I smelled it and it was beginning to smell rotten.. So no matter what, that egg was doomed to fail regardless of my efforts because of the turning incident. The real kicker is that the egg was due this week
However, eggs can be molding due to too much moisture alone, so there is a chance yours is perfectly healthy and the container is just getting too humid. Make sure you wipe off all mold as gently as you can with a dry q-tip, try some anti-fungal spray, powder, or baking soda on the egg, and wipe down the inside of your container a few times throughout the day to let the moisture out. Hope your egg doesn't turn out like mine, best wishes to you and good luck!!