The ones we have here aren't deadly but it is said it hurts a lot, I see someone said peeing on the sting will alleviate the pain, I know that works with sea urchin stings I don't know about jelly fish.
And by the way did you know they are edible? Here in the Mosquitia coast there is a whole industry, they are dried and then exported to Asia, now I can't even imagine how many of these it would take to make a pound.