First: Stash your cash. No, a first-class trip to Disneyland is not the best first response to a sudden influx of riches. Instead, immediately put the money in a low-risk interest-bearing account, such as a three-month treasury bill, a short-term tax-free bond, or a CD (certificate of deposit), advises Nick Childers, a vice president and senior financial adviser for Merrill Lynch in Beverly Hills. “It gives you a cooling-off period to just relax and think,” he says.

Then: Enlist a team of professionals, including a financial adviser, an attorney, and a certified public accountant (CPA), to help you figure out what you ultimately want to do with the money and to make sure you take the appropriate tax approach from the start. Get referrals from people you trust, and take your time interviewing each person. And never decide what to do with the money — even to donate to a good cause — until you speak with your team, says Donna VanCleave, interim executive director of the Virginia Lottery, one of the 12 Mega-Millions states. Then, if you still want to, take your family out to any theme park you’d like.