I believe that the logical thing to do is to go find the world's best geneticists. If all women have vanished, certainly there would be trace elements of their DNA, and since that was not part of your question, I won't consider it to be a mitigating factor regarding my response.
The implied goal, then, would be to begin reseeding the earth with the science we have of genetics. On the other hand, a search for female DNA may not be necessary. I may be mistaken, but I believe DNA can be altered to accommodate for global female absence.
EGGS, though how to fertilize eggs external and bring them to full term is beyond me.
Furthermore, I'm not exactly sure that too many great scientific minds would panic, though there would be a known time span in which resolution to their absence could be made manifest before the death of the residual population made the pursuit a vain one.
I would also campaign for the creation of schools for young, gifted students to begin training in biology and genetics to help buffer the death of leading scientists by replacing them with young, qualified developing geneticists.
If the problem could not be solved scientifically, I would be extremely sad, as far as emotions are concerned, as it is my opinion that life would absolutely suck D (pun intended) without women. Women offer something far more than sex for heterosexual men. I consider them to be necessary beyond mere reproductive hosts for the nascent. The pun was not to be offensive, rather, quite literal.
Finally, I would seek to live my life to the fullest in spite of the fact that the two to three generations of men remaining would die off within a century. Maybe more, though, as current science may know, or may have never considered how the female presence on earth creates a potential atmospheric balance to humans being able to defeat disease by our immune systems -- this is, however, a stretch, but I believe it would require stranger thoughts, and styles of thoughts than these to circumvent this perilous hypothetical scenario.
Men should unite over such a thing, and if successful, it could bring a form of global unity that stemmed from tragedy. Effectively, your scenario would to me, be a greater tragedy than if the whole world of humans was suddenly gone from the earth.