It commonly happens in our daily life for get some foreign stuff into eye. Basically, you should clam down when it happens, and do not rub your eyes. Use a wet cotton swab dab at the fly gently if it is under the bottom lid. And if you can not get it out by yourself, go to the emergency room as soon as possible.
For my advice, do not rub your eyes even it is very itchy because your fingers full of bacteria, or you may get irritation in your eye. Secondly, wash your eye with plenty of water. If it does not work, apply your eye with some eye drops and go to see the doctor.
Hope that will help you.
Well, it seems that there is something wrong happened to you,really unlucky I think. Anyway, what I recommend to you is to flush your eyes with a lot of normal saline or clean water, and afterwards try to get some anti-biotic eye drops to prevent your eyes from getting an infection. Most importantly, do not even try to rub your eyes, that is critical and dangerous you know? If things are not very good, try to consult a doctor.