'Painless' is marketing fluff. It hurts less than waxing, but it feels like something. The 'cold air' machines (cryogen cooling) work by blasting -30 degree air onto the skin milliseconds before the laser fires. This is very effective for legs. Numbing creams (lidocaine) also work, but you have to apply them 45 minutes before under occlusion (plastic wrap). However, for lower legs, most people find it totally bearable without numbing. The shin hurts less than the ankle bone. The ankle bone stings. If you are really scared, ask the clinic if they offer a topical anesthetic. Avoid caffeine the day of your appointment, as it makes nerves more sensitive.