my six year old punches herself!

My six year old recently started smacking and punching herself in her head when she is not listening. When she is misbehaving, se usually gets a few chances, then I will give her a time out, or remove a toy from her possesion as a consequence of her misbehavior. She then procedes to hit and punch her head.  When I ask her why she does it, she says "my head is dumb it wont listen" or her brain is bad.
I try to explain to er that its silly to hurt herself, and give her alternative ways of expressing er anger.  Nothing works Im getting concerned.
Any sugestions?

[margypops]

Sounds like she could be trying to make you feel bad for taking the toy away, perhaps next time after you have removed the item walk away ,dont feed into it or try the time out method instead of the removal of a toy take her to a chair or stairs or whatever tell her to stay there until she is good and quietly leave her there if she comes off take her back.Lots of Hugs when she has done her 'time'