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You should never put stained clothes into the wash without treating them first, because the water can set the stains. Spray a stain remover, like Shout, OxiClean, or your other preferred brand, onto the stained area and let it sit for about 30 minutes. After the solution has soaked into the stain, you can put it in the washer and run it through the cycle as normal. Before you wash underwear with blood stains, rub a pinch of salt into the stain. Then, run the stained area under a stream of cold water to remove as much of the blood as possible. The salt works to pull out the blood while the cold water loosens it from the fabric. Never use warm water to remove blood stains, as this sets the stain and it will be impossible to remove. Light colored underwear and bras can get sweat stains, especially in the warmer months. Rub a mixture of equal parts dish soap and 3% hydrogen peroxide on the stain and let it sit for 30 minutes. After the mixture has soaked into the stain, place the garment in the washer and wash as normal.

Summary:
Apply stain remover solution onto soiled garments. Put a pinch of salt on blood-stained underwear, and run it under cold water. Mix dish soap and 3% hydrogen peroxide to remove sweat stains.