Okay, I found a way to make this safer.
I found this website and they made a good point about you not wanting the electrodes to poke out:
Slave Training with a Shock Collar: revision 1.1 by Master X
I cut a piece of packing foam into a square the size of the unit. Then using a pencil I poked holes for the large screw on electrodes. It is now VERY comfortable and still able to shock.
I'm still too scared to shock myself however
Update:
Got up the nerve to shock myself. It hurts like hell. Imagine being shot with red hot needles. That's the feeling. I did some experimentation with a piece of metal and you can see the electricity spark and jump right off the device. Scary! This will be one hell of a fun toy when I hook it up to the chastity device.