Non-allergic reactions require pulling the stinger out with your fingers/tweezers, putting the site under ice and taking Benadryl. Allergic reactions require epinephrine shot, CPR and 911 procedures/assistance.
If you put a cloth wrapped around an ice pack on it that should help with the swelling. Then there is a product sold in stores called stingeze that will numb the area and then you wont feel like you are in such agony from the sting. Also make sure the stinger is not still in you.