You can call the vet and ask if there's any otc antihistamines that are safe for cats. According to some googling and a couple of vet sites, hydrocortizone is fine. So I imagine some bug bite cream with that in it would be fine to apply to the sting. Here's a list of some popular antihistamines that can be used:
http://www.ingleburnvet.com.au/antihistamines.htm The weight is in kg, so you'd have to do some conversion and math to get the right dose. I'd either go with the hydrocortizone cream, or get children's liquid benadryl and give the cat a few drops orally. I doubt you'd want to be trying to give the cat pills.
For those going on about allergic reactions, it happens fairly fast and the cat would be showing symptoms shortly after being stung.
