Kids DO NOT TRY THIS at home!!!!!!!!!!!!
If you are not familiar with scorpions DO NOT TRY THIS.
I by no means promote handeling scorpions. I am sharing this because I know curiosity all too well, and should someone HAVE TO handel a scorpion, then this is how it is done...
Make sure that your index finder and thum grip the scorpion exactly at junction of sting and 2nd last tail segment - that way you have control of the sting.
The scorpion WILL at some point flip itself backward and grip with its pincers - DO NOT let the tail go, otherwise you will be pinched and stung!
Parabuthus species and other Buthidae species with thin pincers do not hurt so bad when the pinch - Burrowing scorpion, Emperor scorpions and other species with large pincers on the other hand can draw blood when they pinch.
An Emperor scorpion is very capable of cracking your thumb nail in two - this happened to a very good friend of mine trying to be a smart alec

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Please be careful, whatever species you are dealing with. Even if the species is not considered lethal, allergic reactions to scorpion stings can be very unpleasant as well.
First pic is of Parabuthus capensis