Ice to the sting, ASAP. Try to get the stinger out once the area is numb. Let your child know, the pain will subside within a half an hour. Watch for allergic reaction: Throat swelling or body rash. If you see either of those reactions, grab the Benadryl and call the doctor. If severe, dial 911.
If your child can not bear weigh on it, you may need medical attention. Even a minor sprain, have your child sit down. Remember: R-I-C-E: Rest, Ice, Compression (wrap, not too tight), Elevate.
This is a first degree burn. For relief: a cool washcloth is best. Child might benefit from some analgesic. Expect major peeling.
If you can not get it out with tweezers, get medical help. All of the splinter needs to be removed to prevent infection.
(Source: Chicago Tribune)