No you don't - unless you are trying to feel a surface or a fabric with your fingers and you are unable to feel the texture.
When you have sympathy for someone, you feel bad for them.
The grammar policewoman is alive and well in my head.
And don't get me started on lying down. Today I lie down, yesterday I lay down, many times I have lain down.
Today I lay the book on the table, yesterday I laid the book on the table and many times I have laid the book on the table.
There. I feel better.