Getting sticky tape (from bandage) off skin?

I wasn't sure where to post this, but I was hoping someone could help. Yesterday, my knee was bothering me so I wrapped in for support. The brand of wrap my hubbie picked up was sticky. I've had wraps that stick to themselves before, but this also stuck to my skin, and has left sticky residue all over my skin. It's hard to get off, even with lots of scrubbing which is irritating my skin.Does anyone know what I can do to get this stuff off? Thanks!