If this is duplicate bridge, you call the director.
When your opponent covers your lead from the wrong hand, he has accepted that lead. He cannot now require you to lead from the correct hand. However, which laws apply and the effects thereof depend on which opponent covered your lead.
If the LHO of the hand from which you led covered, then the lead stands and the trick progresses from that point (Law 53). There is no penalty. LHO may not retract his played card (Law 47).
If the RHO covered, then his played card becomes a penalty card (Law 57) and you may (a) require his partner to play his highest card of the suit led, (b) play his lowest card of the suit led, or (c) not play a card of any other suit you specify. If he cannot comply with this penalty (e.g., you pick (a) or (b) and he has no card of that suit, or you pick (c) and he does
have a card of the suit led, then Law 59 applies, and he can make any legal play.
Note: the law cites above refer to the duplicate laws. I haven't checked the rubber laws, but I believe they're similar. You can check them online at http://www.math.auc.dk/~nwp/bridge/laws/rlaws-a/