What is the sense/meaning of this 着？
When 着 was read zhao2, it means:
 1. 接触，挨上：着边。上不着天，下不着地。//one thing touches the other thing
 2. 感受，受到：着凉。着急。着忙。着风。着迷。 //be affected by something
 3. 使，派，用：别着手摸。 //using(slang)
 4. 燃烧，亦指灯发光：着火。灯着了。 //light up; 
 5. 入睡：躺下就着。 //fall asleep
 6. 用在动词后，表示达到目的或有了结果：打着了。没见着。//if used after a  verb: the motion has reached its purpose or has an result
In your sentence, I believe it takes the 6. 
So when you say 扎着, it means being pricked.