SI stands for self-injure (AKA self-mutilation), which means intentionally causing harm to oneself.
When damaged or in pain, the body releases a substance called endorphin, which is very relaxing.
The most common ways of SI are cutting, burning, interfering with healing of wounds, breaking bones.. There are many others, but these are the most common.

IMPORTANT:

• SI is not an attempted suicide
• SI is not a mental illness

Here are some alternatives to SI-ing, if you're trying to quit (and you should):

• Keep yourself occupied (read a book, watch TV, listen to music, play computer games....)
• Do something constructive instead of destructive (write poetry, play music, paint...)
• Draw on your body with a red pen
• Squeeze an ice cube in your hand (I know it sounds weird, but it helps)
• Talk to a friend (this is extra helpful if the person know something about SI)
• Go for a walk
• If you're religious: pray