The shock happens when the static discharges. If this spark exits your finger it hurts.
The trick is to ensure the discharge happens from your shoe. When you get out of the car hold the door tightly, keep your bottom on the seat and firmly plant your foot on the ground. The discharge happens there.
If you jump out of the car you ground yourself once again through your feet but the car remains charged until you reach for the door handle and whack.
Remember stay in close contact with the charged body until you can get your feet to ground.