I used to burn myself with cigarettes back in the day. I had started cutting and I didn't do anything for me. I think for me it was mostly my head that liked the idea, because at the time I hated myself and I felt like burning was a more appropriate punishment, so I'd smoke my cigs down to the butt and then proceed. however, and I in no way promote this type of behavior I know scars from cutting don't look that good, but enough burns and it looks just terrible like melted plastic. but to answer your question it was the feeling of appropriate punishment mixed with the calming effect of smoking for me. Don't feel bad for slipping it happens I did it quite a few time before I stopped. Hang in there.