Ok, so I used to use henna (not Lush, but pure henna powder) It's always bright orange at first (especially if you're blonde, which I am) but it oxidizes over a period of days (that's an individual thing, can be up to 7 days, but mine used to take about 4) When it's oxidized it will be darker. If it's still too bright, you can use it again and it will be darker next time.
If it's the right color for you - and I'm talking about henna powder with no additives, but I assume Lush is the same) then just do roots from then on, as the more whole head henna treatments you do, the darker the hair will get (it builds up like wood stain)
If you don't want to henna again, a true semi like Directions as Sewing mentioned should tone it down (a true semi meaning one that lasts about 8 washes, then completely washes out, not something like Casting Creme Gloss that has peroxide in it - they're actually demi permanents)
Again, I don't know about Lush, but henna often repels any dye you try to use over it, and it doesn't take. It depends on your hair.
Remember henna is VERY permanent. It's taken me about 3 years to grow mine out. As you've only just done it it MIGHT wash out a bit, but basically most people can't remove henna whatever you read on the internet! There's some absolute crap online about henna, real misinformation.
Also, whoever suggested purple shampoo, that only works to tone down brassiness/yellow on blonde hair, won't affect orange!