Must it hurt and heat your skin to be effective?

I have previously had 6 treatments with IPL (Medilux) on my back, but then I decided to go to another laser clinic becuase of a few reasons.
Anyway, last thursday I got my full upper body treated at the new clinic and I feel kind of strange. The thing is that at the first clinic I was gettig treated at they didn’t shave my back hair, they just trimmed it down to like one millimeter and then zapped the hairs. It smelled very heavily from burnt hairs and afterwards my skin would feel warm for about on hour or more.
At this new clinic today instead of trimming the hairs they shaved my full uper body rather thoroughly (is that spelled right?)and then the practitioner devided my body into sections with a pencil and started the treatment. She started with my stomach and although a could feel it stinging with every zapp, it was not at all bad and a never once asked her to stop for a moment or made a sudden movement because of too much pain. And althoug the hair on my stomach and chest was very coarse it didn’t smell from burnt hairs in the room. I told the practitioner several times that I thought that it was very strange that it hurt that little, but she was very confident in her work and I must say that she was VERY thorough and concentrated when she was working on me. She told me that I should be feeling stings and no more and that the settings were good for my skin and hair type and that the hairs will shed. She said that the heat sensation I had at the other clinic maybe ws due to the fact that they didn’t shave the hairs and therefore the hairs become burned and heated the skin surface.
I am a little bit confused. Can someone maybe make me a little wiser?

Check out this shot of a hair surrounded by its nerves:

http://www.hairfacts.com/medpubs/hairgen/nerve.html

That’s why even just plucking a hair hurts. In order to generate the kind of heat needed to damage the growth matrix, you have to get things pretty toasty. That’s why it’s hard to do without damaging surrounding skin, and why a claim of “painless and permanent” is a sure sign that you are looking at a scam product’s ad!

Thanks for the reply.
But the thing is that I did exeprience a stinging sensation, but it just wasn’t painful. Sould a demand my money back?

Most people describe it like being snapped with a rubber band or sometimes touched with a just blown out match. Most people find it tolerable, even when it’s effective.

Okay.
But do you think that maybe the fact that I wasn’t shaved at the first clinic can bee the reason why I experienced much more discomfort and heat sensation?
Also, is perfollicular edema and redness a sign that the treatment has been efficient?