Like some guitarists, I found great problems holding a pick. Keeping my forearm flexed for an extended period of time causes much pain. There are other ways to deal with this. For example, I have used double-sided scotch tape, one side to stick to my fingers, the other side to hold the pick. However, I think the best solution is to use rubber-bands, one band on the index finger, and another band on the thumb, as is shown in the images.
