Problems with sore fingers

It is so annoying when my finges are sore and I have to prick them because it really hurts. Every few days I have to change my glucose needles. The thing is, I keep forgetting to change them so every week it hurts a lot. Sometimes even when I put a new needle in it still hurts which really annoys me!!!!!!!!! My paediatrician told me that I can prick my forearm instead of my fingers which sounds really good but I do not want to try it because I think it might hurt more than my fingers. If anyone has tried pricking their arms please tell me what it feels like.