In electrical engineering, we have a little saying, "It's the volts that jolt and the mils that kill." Mils is shorthand for miliamperes of current. In general, it takes about 20mA to kill someone. So, as long as you keep the current below about 20mA, you can do just about whatevery you want with the voltage. But we have another little saying -- well, it's more of a law of physics than a saying -- E=IR. E is voltage (it used to be called Electromotive force from whence the E cometh). R is resistance. And I is current (and we use the letter I for current as a barrier to entry into the profession). Anyway, the point is that if R is fixed, the E and I have a very clear relationship and there is an easily-calculated maximum voltage you can use. There is actually a standard for resistance of the body (well, several depending on application) but, as I recall, the one used for safety is 5.6Kohms. E=IR, if I < 20mA and R=5.6Kohms, then V < 112V. And it is no accident that standard household electrical voltage in America is 110V. But this also means that 100KV stun guns are three orders of magnitude above fatal. The answer is that a stun gun includes circuitry that automatically lowers the voltage as current increases. In fact, most stun guns -- and electric fence -- apply a maximum current of only a few microamps, three orders of magnitude below what is generally considered fatal. This explains Mr. tedwca's experience. By applying the device very directly, he caused the lowest R thus causing the gun to apply it's lowest voltage, prehaps just a few Volts. Remember, it's the Volts that jolt.
As for the blisters, they were caused by local heating.
