Here is the eye, I'm not quite happy with the eyelid but fiddling with it only made it worse.
Rule of thumb, add more edge loops for finer detail but be careful of how spaced out they are.
Also used the Split Polygon Tool (in Maya) to add folds near the corners of the eye. If you're using 3DS Max, the Cut Tool does the same thing.
Inner parts of the eye (hidden from view) are folded back, to create a seamless edge between the eyeball and the socket. The lacrimal caruncle (little ball of the eye on the left) and the lacrimal fold (stretchy bit near the tear duct) were roughed in.
I'll be coming back to this later to punch out the design of the eye much better.