Put pressure on it. It happened to me once when I was cutting something. My sister's b/f who is a paramedic told me to do so and as long as you can't see your bone, it should be ok.
If you can't get it to stop bleeding with pressure and elevation, then it might be wise to get off the computer and get it checked. I had a friend who sliced right through some nerves while cutting a bagel in half.
well - if you need stitches I have a couple laying around - not quite sure why you would need these because you cut yourself but here you go, knock yourself out!