If your dog is having a reverse sneezing episode, it will probably be a little frightening both for you and for your pet, especially if it is the first time it has happened. The most important thing you can do is to remain calm.
You can gently massage their throats or blow on their face, which may cause them to swallow and clear the irritation causing the reverse sneezing. Any type of more serious intervention can actually increase the stress of the episode and is unnecessary.
The vast majority of reverse sneezing episodes are temporary and considered normal in an otherwise healthy dog and they will resolve on their own. The episode will pass and your dog will have no lasting effects. Stay calm and reassure your dog that everything will be ok.
Some owners will give their dogs antihistamines if they suspect environmental allergies are at play, however; you should always consult your veterinarian for dosing information and a work up so that you are giving the correct treatment.