Frankly speaking, I have not heard of the cold compress. However, I know that the warm compresses will help with the styes. Styes are similar to pimples, only they are inflamed sebaceous glands located near the base of your eyelids. It is so important you leave styes alone, and do not try to pierce or squeeze them, as they can spread throughout your eyelids. Washing your hands is crucial before touching your eyes, especially when you have a stye. For suffers to get rid of a stye eye, the best remedy is to apply warm compresses to the eye frequently. The sufferer should take a wash cloth and wet it with some running hot water. They should then squeeze the excess of water out the cloth and apply it to the eye. To get the best out of the warm compression, it should be applied to the eye at least ten minutes. The warm compression will help the sties burst and get the sufferer some relief. After applying warm compression to the eye, the carrier should begin to notice white heads forming on their eye. Once this happens, they should immediately be removed from the eyelid. Overall, the pus will be allowed to drain and leaving the sufferer with some relief of pain. Then your styes will be get rid of. Hope this helpful.