You should hold the pick between your thumb and index finger with the sharp tip straight down. The pick should be parrallel to the strings and not in an angle and strike the strings only with the very end of the tip and not half way the pick.
Don't hold the pick to firm.
What kind of pick are you using? if it is a smooth one then buy a dunlop pick 1mm, they have an elevated printing on them which makes it easier to hold them.
Herman