I scratch myself when I'm down?!

I scratch myself when I'm down?

OK, I wanted to make sure whether or not it's a problem. Sometimes, whenever I'm feeling stressed out or lonely, I scratch at my arms and legs until I leave red, raw marks. I have no idea why, but the burn feel really makes me feel better and I don't scratch that hard until I bleed or anything, and I certainly won't upgrade it to a more serious problem, like cutting and such. I'm wondering, do you other people have this type of habit too? I asked a few of my friends and they said it's normal.

What is self-injury?
It's called many things -- self-inflicted violence, self-injury, self-harm, parasuicide, delicate cutting, self-abuse, self-mutilation (this last particularly seems to annoy people who self-injure).
Broadly speaking, self-injury is the act of attempting to alter a mood state by inflicting physical harm serious enough to cause tissue damage to one's body.
The forms and severity of self-injury can vary, although the most commonly seen behavior is cutting, burning, and head-banging.
Other forms of self-injurious behavior include:
carving
scratching
branding
marking
burning/abrasions
biting
bruising
hitting
picking/pulling skin and hair

I suggest you seek help for this before it becomes more than a habit for you.