If you've lightened your hair only a couple of shades (or not at all) with a permanent color, try a blue-toned shampoo, which is formulated especially for this problem, or have your colorist apply a blue or violet toner to counteract the redness. For a more serious case, you can use a gentle, ashy semipermanent in a similar shade to tone it down. To prevent this from happening in the future, choose an ashy shade, use a mild shampoo and limit your hair's exposure to the sun.
If you've lightened significantly, it's possible that the bleach wasn't left on long enough -- some hair, particularly if it's naturally very dark, can be rather resistant to bleaching. Your best bet is to have a good colorist fix this problem for you. (Note: Never apply permanent color to bleached hair on your own.)