If it's a sty then you should put a warm compress on it. Get a wash cloth and dampen it with warm water and apply it to the affected eye. Sty's are not "life-threatening", nor are they anything serious. They are just painful. Their is basically nothing you can really do for a sty. Just put a warm compress on it to relieve it. It will go away on it's own.
Go to the doctor. In the mean time, a warm compress should give you some relief. It might also reduce the swelling and soften the affected area. A few seconds in the microwave with a damp washcloth is all you need.