I'm having one right now. I just put a tampon in my nose to stop the bleeding. Even though I love the mess it can wait later. I don't need to take another shower cause I just had one.
@PrincessCami: Tampons are so absorbent that they can stop a nosebleed. Same idea of using a menstrual pad if you get a big cut somewhere (won't stop bleeding, but it does help since pads are very sanitary).