Here is some info I dug up from this site:
http://powell.colgate.edu/wda/biting_dragonflies.htm

Do Dragonflies Bite?
A). "Can you tell me if dragonflies bite?" The answer to this question has
three parts:

(i) "Do dragonflies bite?" YES, dragonflies bite, because that's how they
capture their food. They have impressive, sharply pointed mandibles that
chomp down on the smaller insects they catch.

(ii) "Do dragonflies bite people?" YES, if you catch one and hold it in your
hand and carelessly allow its mandibles to reach your skin, it will bite as
hard as it can in self defense. Very few dragonflies can even break the
skin, but some of the big ones can do so and may induce an "ouch". They're
certainly no danger to you, as the biggest dragonfly has a relatively small
bite. A word of warning though: if, for some educational reason, you plan to
let a dragonfly bite you, make sure you don't suddenly pull back, as you'll
probably pull its head off and this is not a good example to present your
audience!

(iii) "Do dragonflies bite people spontaneously?" A big resounding NO. A
dragonfly would never land on someone and bite.

B. There is a second question: "Do dragonflies sting?" The simple answer to
this is NO - they have no 'sting' as such. BUT there have been a number of
accounts of egg-laying dragonflies that, when interrupted, continued the
operation into the flesh or clothing of examining odonatists. Such actions
could well be the origins of the many "old wives tales" pertaining to
stinging dragonflies, and could also provide the answer as to why odonates
have the names of 'Horse- stingers' and 'Devil's Darning Needles'. These
names, and others like them, are part of dragonfly folk-lore in many parts
of the world.

Philip Corbet (author of Dragonflies: Behaviour and Ecology of Odonata) drew
our attention to the definition of a dragonfly in Samuel Johnson's
Dictionary (1755) as "a fierce stinging fly": possibly the result of a
painful experience?

C. Lastly: "And what about larvae?" Again basically, despite their ferocious
appearance, dragonfly larvae do not harm people. However, late-instar larvae
of larger species can use their mandibles to take a nip at an intrusive
odonatist's finger to give a noticeable poke. Cases have also been reported
of loosely held larvae 'stinging' a researcher by turning its abdomen from
side to side and inserting the sharply-pointed lateral spines into the
intruder's flesh.

The main thing to remember is that all animals do what they can to protect
themselves and that odonates are no exception. Although even minor
blood-letting is highly unlikely to be encountered, it is advisable to
handle captured dragonflies with care. If one receives a nip, it is only too
easy to react by involuntarily releasing the insect - and, of course, "the
one that got away" is always the rarest and most-desired!
Dennis Paulson & Jill Silsby

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**So long, and thanks for all the fish!**