The key to getting rid of it as soon as possible is to apply heat directly to the affected lid to dilate the blocked gland opening. This will also soften the trapped material within the blocked duct, making it easier for it to be massaged out with gentle pressure.
The key to doing lid heat and massage effectively is to aim for 1-2 minutes of heat and to use a cotton flannel or muslin - they are thicker than cotton wool and will hold the heat for longer.
Warm tap water is fine for heating the cloth, and it should feel soothingly warm rather than very hot. You will need to rewarm your flannel under the tap to achieve 60-90 seconds of heat and make sure that you are holding it over the opening to the blocked duct or gland. Often people hold the flannel around the eye socket, but this is too far away from the affected area to be helpful.