When you get bit — whether by a mosquito, black fly, or even from ants — you can usually treat itching with an over-the-counter antihistamine or hydrocortisone cream. If you have a serious bite (from a spider, or worse yet, a snake!), you may need to take a trip to the doc's office.
For a natural mosquito prevention treatment, try using oil of lemon eucalyptus to give you some protection. If you need something stronger, look for a bug repellent that contains DEET.