Might feel better . . . but it just is not the correct thing to do. From a Google search on how to treat a sty . . .
"Two big don’ts when treating a stye:
Never squeeze a stye. Most of the time you’re just spreading the infection. Since eyelid tissue is so loose, that’s awfully easy to do, and you’ll have a much bigger mess on your hands.
Never poke a stye with a needle. Some patients I see just can’t seem to help themselves. For every bump or swollen spot, they just have to poke it with a needle. And when that makes the area about ten times worse, they come to see me."
Hesitate to disagree with our illustrious MODERATOR, but sometimes you just gotta' . . .