drBlacksnake has the right idea there mate, when playing with blendshapes you don't really want to be deleting faces and blending as this wont work at all: there will be a different number of vertices between the blendshape and the target shape - maya hates this! Try one of two things (bear in mind there are loooads more ways to do this, these are just simple ones):
1) Make a sphere directly over the eye (basically make both lids as one), then delete the top half of the sphere. Duplicate the bottom half that is now left, and rotate it 180 degrees. Delete history on both, and you have two half-spheres sitting right next to each other to make a whole. Then create some kind of nurbs object that will float near the head (an eye lid contoller basically) and create two new attributes for it in the channel control (called upperlid and lowerlid or something). Then, using driven keys you can use these channel boxes, giving them values eg -10 to 10 that control the rotation of the new lid half-spheres you have made via driven keys. You can check out how to set driven keys on the web, lots of tutorials on it!
2) A fair bit easier (as it's already set up for oyu pretty much) is drBlacksnake's idea, where you make a nurbs sphere that has a keyable channel control already built in where you can key the start/end sweep attribute, however i've got a feeling that this might only allow you to move one lid at a time if you are using a whole sphere. Experiment! Could still use half spheres etc, see what works for you!
Good luck
Tom