There's no specific treatment for prickly heat and it's not a serious condition because most heat rashes disappear very quickly - usually within a couple of days. You can apply calamine lotion or hydrocortisone cream, depending on how itchy and irritated your skin is. This will ease the soreness and cool your skin down.
Try to avoid synthetic clothing like polyester and go for cotton instead. Cotton allows heat to escape and not get trapped under the clothing. Stay out of the heat and get into the shade. Have a shower and cool the skin down. For more information see this web site.