How to get rid of a stye?!!

So this is the very first time I experience a stye near the eye, it started out with only one at the bottom now I have another one above my eye. I'm not in pain. But it's a little sore and a little red. I've been putting warm compression on it. I'm a little concern about it, I hope it doesn't progress. How does this happen? And what other suggestions do you guys have for me for it to go away fast?? Thanks in advance! :-)