I used to get styes in my eyes all of the time as a kid. The docs would always recommend putting a warm wash cloth on the eye to help ease the pain - but with pink eye, I was told by my son's doc that nothing but eye drops or ointment will help. My son had a really bad case of this in both eyes last year. The eye drops didn't clear things up the first time, we had to go back for a second round.
I hope that one of these eye drops will work for you and that you are feeling better soon. I have a sinus infection right now and I can feel it in my eyes, too. Are they treating you with any other type of antibiotic? My allergist also prescribes an allergy med, plus a nasal spray that works well.