H.W.
Your little girl is quite smart, to tell you "hey, I know that putting my fingers here will result in pain".
When she starts to say "ow, ow", redirect her. Most kids are pretty savvy in figuring out great -- and sometimes alarming-- ways to get our attention, and your daughter is proving to be no exception to this. So, when she says "ow", distract her. "Oh, what do you want?" Find out if she's hungry, needing a toy (bored--they like to get our attention because we are their best playmates), offer her a few things. Give her the language for the toy she might want. Teach her to ask for what she's needing. Try not to respond in an alarmed or concerned manner. "oh, show me the owie" calmly and matter-of-fact. "oh, that's not an owie. Does your hand need a toy to hold?" etc.
And please, for your own sake, try not to worry so much about what other people are thinking-- it will help you be a better parent if you are paying more attention to what YOU think! :)