Maxi did that when he was a puppy. Everytime he would playfuly bite my fingers I would make my hand limb and say awww that hurts or cry, any sounds will work. He would stop in hesitation like what just happened. I would not pay attention for 20 seconds and then play with him. I did that a couple of times and he learned that he hurts mommy when he does that 

 and stopped doing that. Hope it helps
