What kind of actions do you mean? Other than immediately stopping use of the product? You could call the 1800 number on the product to report a reaction? They might be willing to give you a coupon or a refund. It just might be worth a go at it.
I would stop using it right away as you may be having an allergic reaction to it and by continuing to use it, the reaction may get even worse. You run a risk of doing permanent damage to your skin if you keep using it and no make up is worth that. I would follow FlanneryCam's advice and try to contact the company for a refund.