Hi Kate,
If you're not happy with the result from the salon, and it's not what you asked for, I would definitely give them a call with a view to going back and discussing your dissatisfaction with your colourist. Most good salons offer a 7-day guarantee, and so if you're ever unhappy with a cut or a colour, let them know as soon as possible, initially by telephoning and then by a visit for a chat in person.
You shouldn't feel embarrassed by this; all good salons do appreciate that this does occasionally happen, and they would much rather you go back and give them the opportunity to correct it, rather than go elsewhere or attempt a home job. Hopefully they will be able to re-colour your hair to what you originally wanted, and in most cases, this should be done free of charge. If you don't trust the colourist who did your hair, ask to have a chat to the manager or a more senior colourist.
It may be possible to colour over the hair yourself, but of course you run the risk of this not turning out right, and you may then be landing yourself with a very expensive trip to another salon to correct your handiwork!
Good luck!