I don't get it, it's not like the emotional pain is leaving. They're just slicing themselves up.

For one, cutting is said to be a coping mechanism, considered an unhealthy one, which helps others handle intense feelings of pressure. Another explanation has something to do with the brain releasing endorphins when a body part is cut. These types of proteins provide pain relief as well as a sense of well-being, therefore relieving psychological pain. [url=http://whydopeople.net/why-do-people-cut-themselves/]*Source[/url]

So it's like alcohol where the pain is still there, but it just doesn't hurt as bad. This would be good information for the OP to read to help his girlfriend.

She likely already knows.