However you probably don’t want to read about what you SHOULD have done. You want to know how to actually remove the dye that is already there…
One of the simplest methods is to rub some Vaseline or baby oil on the stains and leave it on overnight. The stains should be gone by the next morning.
Some have recommended simply using warm water and anti-bacterial soap or your normal everyday cleanser to get rid of the stain. Simply splash the area with warm water, apply your cleanser or soap and scrub. Rinse with warm water and repeat until all traces of the stains have disappeared.
One recommendation is to use toothpaste. Squeeze a small amount of the toothpaste onto your finger and rub it on the stains. Since the toothpaste is slightly abrasive it should take the stains right off without being too harsh on sensitive skin. Two other solutions are rubbing the stains with a cotton ball soaked with regular milk or rubbing the stains with your own dye-wet hair.