Three or four times a week is fine. If you need to get an endorphin fix, cross train. Since I have a triathlete's background, I swim, bike, and run. It's preferable to let go of a hold that's about to pull your pinky from its socket and to fall than to fight furiously and risk injury. This isn't to say that you shouldn't push to your limit, but you need to recognize the difference between strain and pain.
Hand injuries are notoriously slow healers.
Even a minor tendon pull can take two weeks to heal. It's natural to be sore after a hard climbing session, but if the pain persists after a few days, don't climb again until it subsides. When in doubt about an injury, see a doctor. I strongly recommend seeing a physician who has a background in sports medicine. Warm up before you do any dynamic climbing moves.