Then you play your die accordingly.
Example: Your re-roll is a 1. Place it in a hold corner, and have any slotted die re-roll (you cannot make the dice that forced your action to re-roll as it is currently in a hold corner). After that is done, re-roll and place your die back in its original scoring slot. Finally, the die that made you re-roll will now finish it's play. CLICK Here for a brief video explanation.