I will definitely agree with RhythmicNin that opening the third eye is a slow process. For so long I used to see grey mists, taking pseudo forms but ultimately dissolving into nothing, and with great frustration I may add.
I still can not actively see anything more than the etheric aura, which took me sometime to see, and only still only occasionally. I guess now I've just learned to be more patient of my development, after all, I'll hopefully have many more lifetimes to practise.
To open the third eye I found that trying to acquire a peaceful state of mind free from your daily worries is essential. I mean visualisation is difficult enough, without that bill that needs paying worrying you or your last game of modern warfare still running through your minds eye.
Love and light.