How To Treat The Pain In My Eye?

Have pain in right eye 1 1/2 days. Left eye not affected. Feels like in upper lid when I blink or roll my eye up. Saw an opthalmologist this morning who could not find anything wrong. We discussed the possibility of a stye but he could not see any formation on the lid. What concerned me was that he said a stye was not an infection. That they were sterile. So I need not be concerned. But thats not what I've read, which gives me pause and makes me question his ability to diagnose. I have been using warm compresses for a day now. Not really noticing much of a difference.