Much like when you apply makeup to your face, it's best to finish applying body makeup with a powder to set everything. It might seem odd to put powder makeup on your legs, but it will help preserve all of the hard work you put in covering your imperfections. Not only that, but it will continue to help blend the makeup to match your skin tone. Powder should be purchased in a color that matches your base foundation, as well as your skin tone. You can get away with a slightly darker base and powder on your legs if your arms are tan. Just make sure to not go any darker than your arms.
In addition to helping set your makeup, applying a powder at the end will also help protect your clothes, because it prevents the makeup from smudging and possibly staining your pants or skirt. More on that next.