Have you ever gotten stung once and had more bees suddenly show up and get stung more?  It's because of the 'alarm odor'.  The stingers have glands that activate chemicals when you get stung. 

The other ladies can sense this odor and will go into defense mode.  They may come near you and hover briefly or give you more stings as they think they are protecting their own.

 

Because the stinger has barbs, it will often stay in your skin as the bee pulls away.  As this happens, abdominal tissue stays attached to the stinger and will come out of the bee.  This is why honey bees die once they sting.

Sometimes the stinger will pull out as she trys to fly off.  If it stays in the skin and has the venom sack still attached, never try to pull it out.  By pulling it, it gets pinched between your fingers and will push more venom in you.  The best way to remove it is to push it out.  You can do this with your fingernail, a credit card or other small object.