You know, I've lived in Arizona for 20 years now, and have never been stung by a scorpion. Did get into some cholla once, though...
I'm not a native, so I don't know of a cure, but if you're having that kind of problem, you may want to talk with an exterminator (well, maybe your parents should). Unless you happen to live out in one of the unincorporated (or nearly so) parts of Arizona/Phoenix Metro - most of these critters should be fairly rare, provided there isn't any dead wood or other such habitat near the house.
As far as the pain - I can't sympathize well because I've never been stung - if you were older, I'd say "drink some tequila until you pass out or can't feel anything"...