Cysts on that area of the body can be quite annoying and sometimes painful. The tend to appear more often during times of breast feeding when milk that should have been released get stuck and forms an enclosed cyst. Your doctor
's recommendation of placing warm, wet compresses on it multiple times a day was correct. If you have stopped doing this, you should resume doing this several times per day. Even with dedication to this therapy, some cysts fail to go away on their own. When this happens, they need to be drained with a needle, or surgically removed, depending on their size and a few other factors.
I suggest that you schedule an appointment with your OB / GYN. He or she can examine the cyst and get a better feel for whether or not it will resorb on its own with the hot compresses you are currently using. Most likely (since you have already tried this), this will need to be intervened on. Hopefully at your next appointment, your doctor can drain the cyst with a needle allowing to shrink and go away. If this is not possible, then your doctor will need to schedule you for an excision (last resort). Good luck.