I don't know what therapists (in general) tell us to do with regard to self harm. But I knew a woman at one time who battled with self harm. She had scars on her arms, deep scars, where she had cut herself in the past and she was working hard not to continue cutting. So what she did, instead of cutting, was to take a red marker and draw lines in the places where she would have liked to cut. She found doing that would offer relief.

I have not SH, but I have certainly had the urge. I did not feel like it was punishment, I felt it was a twisted kind of validation of how I was feeling about something.