The first step to helping yourself out with ragweed allergies is to try to prevent them from occurring in the first place. But if you're allergic to ragweed, that's a pretty tall order unless you live like the boy in the bubble spring through autumn.
It's not so much a question of complete prevention, but one of minimizing the effects with preventative care. So you can't seal yourself in your home, but you should stay indoors more during ragweed season. If you're forced into yard work, wear an allergy mask to cut down on the pollen you breathe in. You should also invest in a good HEPA filter for your home. You can go with a whole-house system or rely on room-sized units.
If your ragweed allergy is severe and you have some flexibility with your life plan, you should consider moving west of the Rocky Mountains, where ragweed counts are much lower. If you choose to stay and stick it out, over-the-counter medications like antihistamines work really well on some people, but not as well for others. Try some OTC medications to see if any of them work for you.
An allergy shot treatment plan is also an option. This usually means weekly, then monthly shots, which can take several years to become effective. It's time consuming and can get expensive, but when it works it's worth it for most allergy sufferers.
Cutting out dairy, caffeine, alcohol, sugar, artificial coloring and flavors has also shown to help reduce the effects of ragweed allergies. If you have pet allergies and pets in your home, then your ragweed symptoms will likely be worse, so keep that in mind during the summer months.