There are many lessons out there for opening the Third Eye, I find many are complex and hard to do without being Guided via a tape or someone. For all that is not preferable of possible. This one I have used and it be very simple.
With colors lik with all things there be a energy to them. One can use them one at a time or in layers or even mixes.
Prepare like one would for any meditation
Find one's place of quiet and get comfortable
One can close one's eyes or leave them open ( if open I recommend a blank screen in front of one )
Settle one's mind and body
Breath ( three to four breaths in and out work well) Point to ponder in too deep and heald too long one gets light headed and dizzy) Or Hyperventilate
Focus the mind on the window just behind ye's forhead. Where the Third Eye be.
Keep this focus for several minutes til one feels it start to open
First time out look for a single colour
Be patinet takes practice.
Once one is satisfied stop.
Source : http://www.spiritualinspiration.org/t2011-opening-the-third-eye