Research suggests that in the normal course the best treatment for a Portuguese Man O' War sting is:
(a) to avoid any further contact with the Portuguese Man O' War and to carefully remove any remnants of the creature from the skin using an object(taking care not to touch them directly with fingers or any other part of the skin to avoid secondary stinging); then
(b) to apply salt water to the affected area (not fresh water, which tends to make the affected area worse)[5];
If eyes have been affected they should be irrigated with copious amounts of room temperature tap water for at least 15 minutes and if vision blurs, or the eyes continue to tear, hurt, swell, or are light sensitive after irrigating, or there is any concern, a doctor should be seen as soon as possible;
(c) to follow up with the application of hot water (45?C/113?F) to the affected area, which eases the pain of a sting by denaturing the toxins.[6].; and finally,
(d) to apply ice, preferably in the form of an icepack as this should be effective at suppressing any swelling and pain through reducing the activity of the toxins and reducing the sensation, and therefore pain, of the area of skin around the ice. Additionally, ice constricts blood vessels, reducing the speed at which the venom travels to other parts of the body.
en.wikipedia.org/wiki/Blue_Bottle