Miss excited - I was having contractions overnight with #2 and was unaware that it was actual labour until 2 hours before she was born. I put the TENS on then (2hrs before baby was born), when the contractions were becoming difficult to manage, as opposed to merely uncomfortable. I did not really think I was in labour until that moment anyway. With # 1 I put the TENS on as soon as I felt I 'needed' something to help manage the pain - which is I guess the key. If the pain is mild and managable then I personally wouldn't start the TENS (particularly if first baby and you are not sure if labout has really started), but when it becomes a little more intense/frequent, then I would put it on. I guess it depends on your pain tolerence a bit!
If you start using it early though, you can start on a really low setting and gradually increase it as needed so shouldn't really matter if you pop it on straight away. Where ever you hire it from should be able to give you specific directions as to when to start using it. I was told to put it on as soon as contractions commenced.

Dee - I also found back massage of any kind unbearable during labour, but found the TENS to be a completely different sensation/distraction as I could control the intensity myself and use it when I wanted (or not!). In general, it is considered particularly helpful for back labour. You might have very well hated it though!