Apart from dock leaves, some sources say that plantain juice also relieves nettle stings.
Nettle stings contain formic acid and acetylcholine. The former can be treated just like an ant bite or bee sting, i.e. ammonia or another alkali such as baking soda.
The latter is a little more complicated. As it is a neuotransmitter, the quantity of which in the human body is regulated by an enzyme called acetylcholinesterase. Certain neuve agents used in bioterroism disrupts the regulator to cause neurological problems. In fact, the black widow spider acts by encouraging the release of acetylcholine! The good news is, most nettle stings are gentle and rarely have serious effects. In fact, acetylcholine is present in the brain, the lack of which is associated with Alzheimer's disease!
By the way, the Wikipedia article states that dock leaves usually grow beside the nettles. Don't rush out to find them, in case you get sting again!
Hope the sting has subsided by now.
Here's a link to acetylcholine:
http://en.wikipedia.org/wiki/Acetylcholine copy