Whoa, this is some weird stuff! Between the thumb and SIDE of the first finger?! I used to hold it between my thumb and tips o' my first & second fingers (p,i & m) but my guitar teacher said that you can get greater versatility if you hold it only between the thumb and tip of the first finger (p & i). It took me a few days to get the hang of it, but I'm glad he showed me! My picks have raised relief logos on them, and theses little crosshatched grippy things so they don't slip out of your hands. They cost ten cents each, and I've been using the same one for 5 years. I've lost it many times, but I always find it again. My lucky pick. I also like to sometimes hold the pick very very close to the bottom point of it, so when you do solos, you can get this neat chunky sound!

--Mbo