As crazylife answered, distraction is what works for me. As long as it's positive and works for YOU - that's what matters. For me, a few things that work are: exercise, taking the dog for a walk, listening to music (positive music though, negative music usually makes it worse), reading, writing, and taking a hot bath. There's a lot more, but I won't bore you with a novel-sized reply!

Maybe you could write down a list of distracting activities you think might work for you? And then when the urges come, referring to the list and picking a couple of things to do until the urge passes.

I also believe that, although distraction is an essential tool, therapy is usually required so the individual can find out WHY they want to self-harm in the first place. I have found therapy to be essential in learning to overcome self-injury.