I'm currently coing through the same problem only i didn't have any pain my optimologist gave me a perscription antibiotic and told me to take a warm washcloth cover my eyes for 5 minutes then wash my eye lids out with a warm washcloth and baby magic bath.
My eyelids are too sensative for the baby magic bath but the medicine realy helped and the warm washcloth feels real nice.
To sum it up I would see the optimologist and get some Bacitracin Ophthalmic Ointment it's perscription only.it helped me a lot.
Get some over the counter eye drops, this will probably give you some relief in a couple of days
You could try as wet warm compress on your eye or try rinsing with saline solution, the cold could have gone into your eye.. If it not getting better you should see as doctor
take care