Ultimatums do NOT work. Ever
Loving or caring about someone who injures her/himself is an exercise in knowing your limitations. No matter how much you care about someone, you cannot force him or her to behave, as you'd prefer him or her to. In nearly two years of running the bodies under siege mailing list, I have yet to hear of a single case in which an ultimatum worked. Sometimes SI is suppressed for a while, but when it inevitably surfaces it's often more destructive and intense than it had been before. Sometimes the behavior is just driven underground.
One person I know responded to periodic strip searches by simply finding more and more hidden places to cut. Confiscating tools used for SI is worse than useless -- it just encourages the person to be creative in finding implements. People have managed to cut themselves with plastic eating utensils. Punishments just feed the cycle of self-hatred and unpleasantness that leads to SI. Guilt tripping does the same. Both of these are incredibly common and both make things infinitely worse. The major fallacy here is in believing that SI is about you; it almost invariably isn't (except in the most casual ways).
Accept your limitations.
Acknowledge the pain of your loved one
Accepting and acknowledging that someone is in pain doesn't make the pain go away, but it can make it more bearable. Let them know you understand that SI isn't an attempt to be willful or to make life hard for you or to be unpleasant; acknowledge that it's caused by genuine pain they can find no other way to handle. Be hopeful about the possibility of learning other ways to cope with pain. If they're open to it, discuss possibilities for treatment with them.
Self-injury--The Basics
If the whole concept of a disorder in which people deliberately inflict physical harm on themselves confuses you, well, welcome to the first problem in helping the self-injurer.
There are an estimated 2-4% or 1-3 million people in our population that engages in repetitive low lethality self-injury. About the same percentage as schizophrenics.
For this population there are only a handful of identified experts dedicated to treating this population of sufferers.
What self-injury is--and isn't
You'll hear it called many things -- self-inflicted violence, self-injury, self-harm, Para suicide, 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 your body. This can include cutting (with knives, razors, glass, pins, any sharp object), burning, hitting your body with an object or your fists, hitting a heavy object (like a wall), picking at skin until it bleeds, biting yourself, pulling your hair out, etc. The most commonly seen forms are cutting, burning, and head banging.
"Tissue damage" usually refers to damage that tears, bruises, or burns the skin--something that causes bleeding or marks that don't go away in a few minutes. A mood state can be positive or negative, or even neither; some people self-injure to end a dissociated or unreal-feeling state, to ground themselves and come back to reality.
People learn that hurting themselves brings them relief from some kinds of distress and turn to it as a primary coping mechanism. Calling it self-mutilation often angers people whom self-injure. Other terms (self-inflicted violence, self-harm, self-injury) don't speak to motivation. They simply describe the behavior. "Self-mutilation" implies falsely that the primary intent is to mark or maim the body, and in most cases this isn't so.
Why does self-injury make some people feel better?
There are a few possibilities, and the answer is probably a mixture of them. Biological predisposition, reduction of tension, and lack of experience in dealing with strong emotions are all factors. It reduces physiological and psychological tension rapidly. Some people never get a chance to learn how to cope effectively. We aren't born knowing how to express and cope with our emotions. We learn from our parents, our siblings, our friends, schoolteachers--everyone in our lives.
One factor common to most people who self-injure, whether they were abused or not, is invalidation. They were taught at an early age that their interpretations of and feelings about the things around them were bad and wrong. They learned that certain feelings weren't allowed. In abusive homes, they may have been severely punished for expressing certain thoughts and feelings. At the same time, they had no good role models for coping. You can't learn to cope effectively with distress unless you grow up around people who are coping effectively with distress. How could you learn to cook if you'd never seen anyone work in a kitchen?