My LPG massage sessions are very painful. The therapist is using the mashine in a very hard way?

I've been doing five sessions all LPG massage by now in a short period of time and they are very painful. My therapist says that if I want good results I should endure the pain. He has the machine set on level 5 and he's pulling quite hard as well. The thing is that I can endure the pain for a good result but I'm worried to damage the skin and tissues.