Your condition could be due to various causes - fungal infection or seborrhoeic dermatitis or eczema. It will be better to consult an eye specialist for a skin scrapping for a lab test.
Meanwhile, please shampoo your hair with Nizoral or Selsun shampoo, both available OTC since seborrhoeic dermatitis can spread from the hair to the eyelids.
Applying a warm wash cloth will help to get the scales removed. You will probably need to apply an anti-fungal ointment on the eyelids - please get an examination for the right ointment.
I hope this helps.
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