It's the nature of the plant. Best to have a small bowel of water on hand to dip your fingers into as you dead head.

Thanks yes I find I usually have a damp cloth with me as it feels horrid.

You could try wearing Latex gloves ... I do that when dead-heading!

it has lots of fine 'hairs' and these exude a sticky material. don't know why though. petunias are the same.

I dislike the stickiness - gloves don't work, they get sticky too, but I don't find surfinias a problem - I never deadhead them anyway, and they still keep flowering...

Yes, in my experience, no deadheading necessary, as long as they are well fed. I would just pull off the withered petals--not nearly as sticky as the leaves.

Scissors. Always take the seed head off as well.