When do you not use direct pressure to stop a wound from bleeding?

When direct pressure would not be enough. This is rare, but in cases like a limb amputation, you may need to use a tourniquet. Use a professional one, or tie a thick rope around the limb. Use a stick or strong, straight object. Slide the stick under the rope and twist so the rope tightens. Keep twisting and twisting until the bleeding stops. This will hurt the victim a lot, but if the alternative is death, so be it.

Once the bleeding stops, Secure the rope somehow so it does not loosen, and contact emergency services immediately.