Allergies can be annoying, but there are many things you can do to deal with them. There are many medicines and over the counter aids which can help.
Its a good thing to try and diagnose any allergy symptoms as soon as you can, doing this and you can try and avoid any future allergic reactions.
Of course there are the steps you take to avoid whatever it is to you are allergic too. For example if its cats, then you would stay clear of cats!
At the moment there are know known cures for allergies its just one of those problems we have to get on with, there are plenty of remedies that will aid the problem.
Just like a cold all it will do is soothe any of the symptoms, your best bet is to avoid if possible whatever it is that your allergic too.