My fianc is having a panic attack and has pins and needles down his right arm.. not sure what to do.

Depending on age ...: Depending on age of fiance & which symptoms proceed the other. If Panic Attack came first and he is breathing hard & fast (Hyperventilation) let him wear a simple breathing mask over his mouth and nose for a few minutes. See the PCP and then the Psych Consult for back up. If the pins and needles came before the panic attack, with or without chest pain; see the PCP and then the Cardiologist.

Safe than sorry: If your fiance is about your age, it would be prudent to see a doctor to rule out heart disease.