The reason your fingers are sore is because the needle keeps slipping through them when you are trying to pull it through the fabric...
So I wear a "finger cot" on the index finger of my sewing hand. I buy them at the hospital I work at, but you could probably find them at your local drug store. If you can't...you can buy a box of medical gloves in a small size at the drugstore and then cut off one finger and slip it on your index finger.
They do wear out and get holes in them, so you just keep replacing them as needed.
Also...stick your needle into a bar of soap to lubricate it. It will slide through the sandwich easier then!
If your underneath finger gets sore from being stuck so many times, you can take a piece of electrical tape and put it over the end of your finger to protect it. You'll still "feel" the needle, but it won't stick you.
Hope these ideas help you! :)