Hey Platinum,
The glove may be allowing you more friction or grab on the ball which is what it's supposed to do. Typically if your index hurts, you're also releasing the ball off that finger or behind it, that's where the pressure would fall more onto with that hand position. If you were to go around the ball more, you shouldn't feel as much pressure, but as Jeff sates, go see a doctor.
I used to tape my index real tight because of that pressure, in time I just started to go around it more to relieve the pressure. Hope this helps explain some..
Rick