I had an eye sty on my eye and visited the doctor. His suggestion was to run hot water on a wash cloth (about as hot as I could stand it he said) and put it on my affected eye. After the cloth cooled off he then said to take it off the eye and then begin to rub the sty (with my finger) for approximately a minute.
He said to keep repeating this method for about 10 minutes. He said to do this off & on throughout the day. About 4X a day more or less. It depends how often you want to do it. The sty does go away within a few days.