agree with daffy ellen. Have you used colour on your hair before, if so, is this a different brand? Did you leave it on a little longer than you should have?
Thing is, they are forever changing the formulas anyway so the dye that might have been ok last month, might do this to you this month!
ALWAYS do a skin test in future.
Theres not a lot you can do unless you have something such as sudocrem you could put on, or just a cream for burns but read the instructions first before you apply anything.
All the best.