I feel like I always get little stains on my skin too... here is some info from websites (I haven't tried these but maybe you will have some luck):
I've heard cigarette ash or hydrogen peroxide can be used... and also:
From:
How to Remove Hair Dye from Skin - Associated Content
Dye Removes Dye
Like many stains, it often takes the stain producing product to actually remove the stain. The strongest cleaners won't remove coffee stains from some counter tops or other hard surfaces, but use a little coffee while scrubbing the stain, and amazingly, it comes right off. The same goes for hair dye. The following method of color removal is recommended by professional hair stylists.
While in the shower, use leftover hair dye to remove the dye from stained skin. Simply apply leftover hair dye to the dyed areas of your skin, apply it as you would soap, and rub the stained skin using a circular motion. Immediately afterwards, wash the area with shampoo or soap and a washcloth. The color should come off like magic.
Baking Soda and Dishwashing Liquid
This is a home remedy that is said to work well for some people. Simply mix equal parts of baking soda with dishwashing liquid. Apply this mixture to a damp washcloth, and rinse off the baking soda and dishwashing liquid along with the dye. Dishwashing liquid that contains lemon is said to be the best choice.
Try Toothpaste
Toothpaste is good for more than cleaning teeth. Toothpaste is used for cleaning a number of surfaces other than teeth, and many people have found toothpaste to work well at removing dye from the hands, ears, neck, and face. Toothpaste doesn't work for everyone, but it's worth a try since toothpaste is cheap and readily accessible.
Commercial Hair Dye Remover
If you try the above home remedies to no avail, consider buying commercial hair dye remover. You can find hair dye remover at most beauty supply stores. Follow product label instructions for best results, and keep it on hand for future use.