If you have colored your hair with an over-the-counter color kit, then shampoo, shampoo, shampoo! Using a cheap, harsher shampoo will work faster, but be sure to moisturize!
Keep one thing in mind. If you dye your hair too much your hair can actually fall out. Hair dye is not really good for your hair. You can do two things. Either bleach it lighter and dye it to the color you want or just deal with it and let it grow back out.