While it is always better to sand with a sanding block, sometimes, (especially on boats) you need to sand without one. When you do, wrapping your fingers with some self adhesive bandage will allow you to sand the boat, without sanding off your fingerprints.

A roll lasts quite a long time, and they are available in a variety of colors. So pick one up at your local pharamacy and make sanding a less painfull process.