If your partner is physically hurting you, you should stop dancing for a moment, and say something like "I'm sorry, but you are holding my hand a little tightly. Could we try it again?" Usually your partner will be unaware that they're hurting you and will be anxious to correct the problem. If you receive an inconsiderate response, or your partner seems unwilling to modify their behavior, it's appropriate to stop dancing and head for the sidelines -- even if it's the middle of a song. Say something along the lines of, "Gee, my shoulder is really hurting. I'd like to stop now." If you are timid or, if you are more straightforward, "Excuse me, but you've hurt my arm. I'm going to stop now." And then walk away -- it's not a discussion; it's not a negotiation; and you do not need permission or approval from the person you are dancing with to stop dancing with them. Social dancing should never be physically painful or dangerous.