TENS is short for "Transcutaneous Electrical Nerve Stimulator". There are a number of manufacturers of these units and several different types. They have a similarity in that they generally use a 9-volt radio battery to produce a small electric current. They differ in how the electric current is delivered and what is called the wave form of the electric current.
The basic principle involved in the use of a TENS unit is to block the input of pain messages into the brain. For a pain impulse to be transmitted, it passes along nerves in the body designed to carry pain impulses. The nerves carry these messages to the spinal cord or along the cranial nerves and eventually end up communicating the pain message to the brain. The current provided by the TENS unit is carried in other nerve fibers. The spinal cord is only able to conduct a certain number of messages in a given time. By creating a large number of sensory impulses, the TENS unit causes the sensation it produces to override the ability of the spinal cord to pass along the pain messages to the brain.
There is also some evidence to suggest that certain forms of TENS units may alter the production of the chemical messengers of the brain that are involved in headaches, thereby producing a second method that may help to control headaches.
A number of studies have been done with these devices. Despite the concept they have not proven themselves to be a major benefit to most headache sufferers whereas they are often beneficial for back and neck problems.