The diagnosis is most likely hemolytic transfusion reaction.
The immediate step is to stop blood transfusion then both recipient blood and the transfused blood should be checked for compatibility. A sample of anti-coagulated blood from the recipient should be centrifuged to detect free hemoglobin in the plasma. The patient should be hydrated to prevent acute tubular necrosis.

N.B.: You may need to give mannitol to force diuresis and it may help prevent renal damage.
You may need to give hydrocortisone with IV fluid in sever cases (apprehension, dyspnea and hypotenssion)