He's hurting himself to forget about his girlfriend.  It means that she hurt him so much, that only physical pain can take his pain away.  It reminds me of when Jim Carrey (sp*) would punch himself in the leg, during the set of the grinch, so that he wouldn't be as focused on the extremely painful make-up on his face.  Good guitar solo as well as, nice music video.  Thanks for the upload.