This happens when your foot(s) fall asleep (when the veins collapse for an extended period of time) and your skin gets numb. When you walk, it feels like pins and needles.
Guy 1: (bad emotion
Guy 2: What's the matter?
Guy 1: I'm walking on pins and needles.
Guy 2: Sit down and rest your legs for a minute
(1 minute later)
Guy 1: That feels better
See also: pins and needles