Hopefully you didn't dry the bedding in a dryer, since the heat would 'set' the stain into the other colors.
Most fabrics are 'color-fast' these days, but obviously the manufacturer made a negligent mistake in choosing the trim. Look for a website - most manufacturers have a consumer complaints department.
Use a ratio of 1 to 4 for either vinegar or salt to water, and soak for at least half an hour, stirring occasionally, then rinse in cold water, and wash normally.
In the USA, many supermarket laundry departments sell a product called 'Shout Color Catchers' in a 4" x 6" box. Use a sheet of this for the next several washes at least, and of course (unfortunately) you will need to wash the bedding in cold water. It may be better to use the cover as a wall hanging or furniture throw, since I suspect you would want to wash an infant's bedding in hot water for sanitary reasons.
I hope a letter of complaint to the manufacturer works for you!