First, a reference from Wikipedia:
So, here you are at your favorite shooting range and you get a squib load.
What do you do?
1. Stop shooting! Unload the firearm and remove ammo from the area of the firearm.
2. If there are other people around, and there is a Range Safety Officer on site. Call for "Cease Fire" and get the RSO to assist you. You do not want to call a "Cold Range" and allow people to change targets when you are messing with a gun.
3. After triple checking that the firearm is unloaded (and there may be times when you experience problems unloading), check yourself and others for any injuries.
4. Check if there is obvious damage to the firearm. Then start working on the firearm. Check that the barrel is free from obstructions. Check that the firing pin is not damaged. How about the magazine? Is it okay?
5. If the firearm is clear, work with the RSO to test fire. (Remember that this still is not a cold range, only on cease fire.) Do not load more than one round in the magazine and (with RSO observing) make ready and fire that one round.
6. If everything is okay, then continue shooting. If there is any sign of problems, stop and do not fire another round from that firearm.
7. Should you be a by-stander, take heed of the other firearms shooting. A bystander may hear a squib load when the shooter may not. If you hear a gun go BANG, BANG, BANG, pop, call a "Cease Fire", have the shooter go through the steps above.
Most of the time, all that is needed to clear the barrel of a stuck round is a cleaning rod.
With the firearm unloaded, the cleaning rod can be pushed in from muzzle first. You should not need a hammer, but use your hand to "bang" on the cleaning rod to clear the bullet.
This is a simple thing that can happen with any ammo.
The main thing to remember is to "Cease Fire" when it is called. Do not shoot the last few rounds, but stop firing and safety the weapon.