Unfortunately, the only option you have at this point is to make adjustments to your W-4 to ensure enough federal and state taxes are withheld.
Keep in mind, you can change your number of payroll exemptions as often as you wish by simply submitting a new W-4 to your employer. However, while an employer can implement any changes immediately, it doesn't have to apply it until the start of the first payroll period ending 30 days or more after you submit the new W-4. In a practical sense, this could limit the number of possible changes during the year.
Here is the form if you want to print, complete, sign and return it to your employer: Form W-4
