Ouch! that one hurts, I know, I do it all the time...

The best way to get rid of it is to wash your hands with lemon or vineger - the Acid helps to remove the chilly oil. Also, try to run an orange \ lemon peal on your hand, the essential oils do the same.

This is a partial solution at best, some chilly peppers are more "sticky" then other and the oils just stay on the skin. 

The best thing to do is not to get in on your hand on the first place - protect them by wearing kitchen gloves, if If remember I use disposable latex gloves for that.