Are you feeling more of an external pain in your skin, such as would be helped by a thicker glove or serving, or is it more of an internal pain, like an arthritis pain in your finger joints?
If it's more of an external pain, there are several great gloves available, like the Big Shot, that should take care of the problem.
If it's more of an internal pain, is this something that just came on, or have you had problems with joint pain before?
If this is an internal pain that just came on, it may be that you somehow just inflamed your finger joint, and resting it for a week or so and taking some ibuprofin would take care of the problem. People generally rush it, and try to start using whatever they have strained before the inflamation goes away, which just brings it right back again.
If you have chronic joint pain that doesn't go away, you may need to have it checked by a doctor and get his recommendations.