The IMS sensation is more of a really strong cramp than a stab. It flares hard and passes fairly quickly.
With the IMS, it's all about inserting it into the shortened muscle. My PT spends some time identifying which muscles feel really tense (most of them, usually) and then when he finds one, he just inserts the needle straight in. As soon as it enters the muscle, the reaction happens. The more tensed up and tightened the muscle is, the stronger it feels - if the muscle is only a little bit tense, it's much weaker. Sometimes when one is really bad he'll pull the needle out and reinsert it rapidly a couple of times to get the muscle to relax completely.
It did take me a few sessions to really appreciate the IMS. I've noticed the benefits more as the PFS pain has increased. Last time I went in with both knees feeling like they were on fire, and I noticed an immediate improvement with the muscles relaxed. Even walking up the stairs five minutes later was appreciably less painful.
Lottie, it's definitely worth giving it a try - as I said, not pleasant at all while it's happening, but worth it for the improvement in the pain levels afterwards.