Suggest Treatment For A Pimple On The Eyebrow

I have what appeared to be a pimple forming in my eyebrow, but got up Tuesday morning and my eye was swollen. It is having no effect on my eyesight, but it is really sore above my eye. I have been putting warm compresses on it, and during the day the swelling goes down some but not completely. What could this be? Should I go to doctor?