--the electrical impulses of the TENS unit are designed to interfere with the pain signals damaged nerves are producing by giving the brain the electrical vibrating, "buzzing" sensations to deal with; these are stronger (and faster to reach the brain) than pain signals, so they are felt first.

Of coure, people who dislike such sensations are probably not going to get much benefit out of TENS unit; for the, it'll be trading in one set of unpleasant sensations for another set. This is probably why the response to TENS is very individually variable. (I suspect, Mel, this might not be a good thing to use on your feet.)

There is some evidence, though, that the electrical pulsing of TENS units might actually have some nerve healing effects, as they help induce more rhythmic, ordered nerve firing patterns. Many with neuropathy have nerves that fire off impulses every which way and randomly (and the brain interprets these as uncomfortable). Inducing a more orderly firing pattern may help relieve symptoms and may encourage the nerves to sprout connections that can help continue this pattern.