I was given a counterfeit $20, what can I do?

I went shopping last weekend and spent a lot of money, got a lot of change. When I got home to check the remaining cash in my wallet, a $20 bill looked a little suspicious. It doesn't have the water mark and it's totally fake. I have no idea where it was given to me. What can I do? Can I get in trouble for even having it? And does this mean I'm out $20? Thanks for any help.