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These have to be one of the most miserable things to suffer. It is not a stye - an acute infection of a lash root follicle. A chalazion is a chronic lipogranulomatous inflammation of the meibomian gland, which occurs when the duct becomes blocked.
To have one chalazion might just be human bad luck. Some people have had more than one and this represents a predisposition most likely caused by a background of blepharitis. The recommendation would be to undertake treatment as described on my blepharitis pages.
So what is to be done with a chalazion? If it is small, uninflammed and not bothersome, it can be left be and it may subside over a year or so. For larger or inflammed lesions, the first steps would be to try conservative measures of hot wooden spoon bathing massage or hot flanneling. If there is no response, a minor operation can be arranged: for most adults this would usually be under local anaesthetic; children and more nervous adults would require a short general anaesthetic.
Note that it is rare for a chalazion to become secondarily infected, and antibiotics usually do nothing.