Hm, I usually lie down and close my eyes so that I can't see or find anything sharp to get at myself with. It also makes me feel brave because I know I'm taking the bull by the horns here. It often takes me about 20 mins, but after that the worst of the urge is gone.
Doing things usually isn't a good idea for me because anything I see that I could use just tempts me more. So I just block everything out.
My psych also suggested blowing up balloons and letting out the air slowly with that squeaky noise! If either these things helps anyone, I'm sending out my love and respect for you.