If your pet has passed away unexpectedly, the first step may be to call your veterinarian. They should be able to give you advice on where you can take your pet, or who to contact to come pick him up.
If it happens to be after business hours or over a holiday, and you cannot reach your vet, you will need to take some action in the meantime. This article at dogs.about.com talks about best practices for handling and storing your pet's body until he can be transported to your vet office or pet cremation facility.
You may wish to call friends or family members to help you with these steps, as they can provide emotional support during this difficult time.
For professional support:
ASPCA Free 24-Hour Pet Loss Hotline: 877-GRIEF-10 (877-474-3310)