Stifling a sneeze may push air into the rear of the ear, and temporarily overpressurize the nasal cavity. Normally there is no ill effect. Rarely, however, this can force nasal fluid up the lacrimal ducts into the eyes, with the possibility of bacterial involvement such as conjunctivitis.
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A friend of mine pinched her nose to try to prevent herself from sneezing, and it caused her eardrums to pop. It hurt really bad and she had to go to the hospital.