I can test between 5 -10 times a day, yet my fingers are relatively soft, I don't really understand it.
I don't change the lancet until I need to either.....
the advice so far is good though, making sure your not going in too deep is important, unlike me, making sure your lancets are fresh and sharp should help also....
I tend to literally prick any part of the finger tip, so the top and sides..........the more spots to prick, the more rotation you will achieve.......
how often are you testing?