The third eye is not such a mystical thing as it sounds to be.
Ask a scientist, and he will tell you it's not really our eyes that we see with: it's our brain.
Our eyes perceive series of impulses, jumbled up bits and pieces of information, and it's up to our brain to fit the pieces together (preferably in a fashion useful to us) and offer us what we call 'sight'.
Thus, we can say that the third eye is actually the brain.
Consciousness is a wonderful thing.
If we accept that All is One, we are, we know, we see everything. (Perhaps even in that order.)
If we wish to see through our physical bodies, we will use our physical organs: we will use our physical eyes to gather information, and use our brain to make sense out of it.
Yet, physicality is not the only reality there is. Our consciousness interacts with All, as that is who we are. There are many levels to interpret and create, and even our brain is only a tool to help interpret and create who we are.
Use your third eye to connect with All.
Sight is not a one way process.
Instead of using sight just for input, we can use it for output: imagination. These are two aspects of the same process; a way to balance the flow.
Assume responsibility for what you see, and see the world you want there to be.