I had the little electrode things attached too and I found the spots on my ankles stayed quite tender for a while afterwards also. They did tell me though that if it hurt at any time I was to tell them and I also had control of the electric thingy so that I could adjust it one way or another. Probably I had it up too high.
I had 2 sessions and was booked in for a 3rd but went into labour before my 3rd session.