Ok, I know this thread is about how to hold the pick, but let me just throw out there that in addition to picks, you might use your nails. While perhaps more challenging to coordinate at first, they sound great...classical players either grow them out or even use women's glue-on nails. I've tried growing mine out on my picking hand, but couldn't stand it (get dirty and takes maintenance). But (being a girl) if you already have them anyway...