How to get rid of a sty (At least I think it is)?

I have had it already for 10 days and after the fifth day I see no apparent change. It is located in my upper eyelid and no head (that disgusting part where the puss forms) has not shown yet. I am getting fearful it is a straight up cyst but I do not know the difference. I have put warm water compresses and teabags and it still has not gone down. Any suggestions? :(