I developed what looks like a stye on my inner eye lid days after seeing an ophthalmologist. I applied warm cloths for days but then stopped. The stye is still there and I have had it one month. What should I do? It is irritating but doesn't hurt.

A month. is quite a bit longer than styes (hordeolums) typically last. You did everything correctly. I recommend you return to your ophthalmologist. Rarely, stye's need to be (minor) surgically excised/removed. Good wishes:)