While it may be a poor business practice, there is no formal rule requiring your employer to notify you of a wage garnishment. You are entitled to a copy of the Writ of Garnishment which you can request from your employer, but he or she does not need to notify you prior to the first garnishment.
If the creditor has filed a Writ of Garnishment, that means the creditor has already obtained a judgment against you. This means that you had been served with notice of a lawsuit and there was a Court proceeding. You were likely given significant notice of these events and were aware that there was a judgment against you. Subsequently, you did not satisfy the judgment and the creditor is entitled to collect in other ways such as wage garnishment.
There is no requirement that an employer notify you before a garnishment takes effect. As far as what you can do, there isn't much other than a bankruptcy filing.