South of the equator, these are often called bluebottles. In the United States, they are usually called man-o-war or Portuguese man-o-war.
Generally, treat stings from these creatures the same as you would those from other jellyfish species: Remove all tentacles from the sting site and rinse thoroughly, preferably with hot water. Watch for confusion, chest pain, and weakness. Always seek emergency medical treatment for these. Man-of-war stings can be very serious.
For jellyfish treatment steps (also good for man-o-war): How to Treat Jellyfish Stings.
Have a jellyfish or man-o-war sting? Take a picture and submit it here.
Any opinions expressed here are for educational purposes only and are not intended for diagnosis.