It is important to remove the stinger as quickly as possible after a sting. Even a delay of a second or two in removing the stinger is likely to increase the amount of venom you receive. In less than 20 seconds after a sting, 90% of the venom is injected into your body.
To quickly remove the stinger:
Flick the stinger out with your finger.
Scrape it out with something that is a immediately available, like a stiff piece of paper, butter knife, or credit card. Don't waste time trying to find something special.