Like Sannah said, self-injury can become addictive, and gets progressively worse.

But what really matters is WHY you are feeling the urge to self-harm. The only way (in my opinion) to manage self-harm urges/behaviours is to find out why the urge is there in the first place, and deal with that. Therapy is very beneficial for this. Simply put, self-injury is a negative coping skill. There are much more positive ways out there to cope with depression, and other issues.