I found this re: bee stings, may work for wasps too. If he seems to have any problems breathing or anything like that don't waste a second...take him to the vet right away!
"The first thing you should do if your dog is stung by a bee is to remove the stinger with tweezers. Stingers are usually translucent, which can make them difficult to locate if your dog is stung by a bee. You should be able to find the general area easily because there will likely be swelling around the stinger.
Once you have located the swollen area, look toward the center to locate the bee stinger. You may have to look from the side or otherwise change your viewpoint in order to find the stinger. Be sure to pull the stinger straight out when your dog is stung by a bee in order to prevent accidentally breaking off the stinger.
After you have removed the stinger, you should next apply a paste made from baking soda and water over the entire area. If you are unable to locate the stinger after your dog is stung by a bee, you should still follow this step. Applying this paste after your dog is stung by a bee will help draw out the stinger and any toxins that have been injected into your dog’s skin.
Next, you will need to relieve the swelling that results after your dog is stung by a bee. In order to do this, apply an ice pack to the area. Alternate between holding it to the sting area and removing it from your pet in order to prevent discomfort from the cold."