This thread isn't about the hows and the whys of self harm, there are threads on the board about that if you care to look though. And it isn't something that is easy to understand unless you've been there, inflicting pain on oneself isn't something most people go do easily and without thought, and maybe some sensitivity is needed. There's nothing wrong with saying you don't understand why someone does it, but some tact would be nice.
I think a tubigrip would work best, thats what i used to use. But as people have suggested, look at the underlying issues as to why you do it and maybe it will have a longer lasting effect.