I have also had this done a few years ago. Um.....inside and on just on my skin. It stung and for quite a while afterwards.
It certainly wasn't the worst pain-wise. Yes, it stings. It's just a type of pain that seems lower on the owie-scale than caning for example.
But I think its how my pain perception works, I can work through that type of pain easier where impact play takes more to process. Of course, pain and pain perception is very personal and varies from person to person.