Thank you all for the great dyeing (and clean up!) advice yesterday. I did get the blue dye off the stone counters with Clorox, which also got most of it off my hands. To answer a couple of questions posed in the comments (which I can't answer directly because Blogger won't give me your email addresses):
CraftyLzrd, roving is a long strip of wool that is already washed and combed and prepared for hand spinning. You can buy it by weight from lots of different suppliers in all sorts of fibers and colors, and there are lots of Etsy sellers who offer hand painted roving. It saves the spinner the time and effort of starting with an unwashed fleece. It also creates wool in which the fibers are mostly aligned in one direction, so that you end up with a smoother, firmer yarn than you usually would with hand carded fiber, where the fibers are kind of jumbled.
Tracy, I sprayed the roving with vinegar because that's what the directions I was following said to do. I have found other directions that recommend soaking the roving in vinegar water before dyeing, and still others that indicate you should mix the vinegar with the dye. I'm sure any of these ways will work; the important thing is getting the vinegar and the dye both onto the fiber, since the vinegar (which is the "acid" in my acid dye) acts as a setting agent for the dye.
Here's my dyed roving, all dried and braided (there are seven braids there; I just wound them around each other for the picture). The color looks pretty accurate on my monitor.
I spun a bit last night to see how it would come out. So far I'm not in love, but I'll post a picture when I have some plied up.