NPR's Morning Edition had a great story on how to soothe your newborn through shots or hunger or stressful situations using the 5 S's technique.
"The babies who received the "5 S's" physical intervention stopped crying much sooner than the infants who received comfort care from their parents. And their pain scores, as measured by flailing arms and facial grimaces, were also significantly less, says Harrington. The 5 S's group did much better than the comfort care group, whether they got sugar water or not."
There's a great video of the techniqe at the bottom of the story.