I've seen on a couple of tutorials that they often build a single finger, cylindrical map it and the duplicate it to make the other fingers. Then you already have each finger UVmapped. I think I read that thats how Mike did it for his game artists guide to maya book.

Alternatively you could isolate a finger similar to using the technique in mikes polgyon texturing vid, clyindrical map it and then move onto the next finger.

UVmapping is a bit mad to start with but stick with it and things will eventually start clicking into place.