I just got mine in the mail today! I am 29 weeks, and my OB said I can use it as long as I am under the care of my Chiro with it. He knows all the points to use or avoid and as long as I don't put it directly over my uterus, it's a very small risk of pre-term labor. That is why the companys selling them have to put on there warnings, not to use while pregnant.
I have been told after 26 weeks there is virtually no risk. I have severe back pain (due to a bone tumor/old injury/bad dics's) and I do NOT want to take pain meds, I dont like how I feel on them, why would I do that to my baby?? But the weight hanging off my back it becomeing way to much for me to even try to handle. I stopped pain meds when I got pregnant and thought I would tough it out...not so much! So I'm going to try the TENS unit. I found mine on Amazon, they are pretty affordable. I have a appointment tommarow to get it started!
I would get cleared by your OB and make sure you have someone show you how to use it (even if you feel that you know, better to get them in the right spot then be sorry!). Some OB's may not be open to it, or if you are at risk for preterm labor anyways I doubt they will go for it, but mine had no problems with me using it, and I have had pre-term contractions already (they stopped but I have to carry around terbutaline). Better ask before you buy one, but I think it's usually a pretty open thing since it's not chemical or that dangerous.