You can try this book here. I have it. Not too bad. Lots of licks that some of the greats have used.
http://www.amazon.com/Practical-Pentatonics-Guitar-Askold-Buk/dp/0825614953/ref=sr_1_31?ie=UTF8&s=books&qid=1251134030&sr=8-31

Can't beat the price.

Good luck on the fingers. One thing I've noticed for me is that it defintily takes a bit of time for my fingers to warm up, are you trying to play fast cold? Or have you warmed up a bit?

Maybe your fingers are rebelling and want a break. :D