Electrical play involving a TENS unit that causes the current flow from any body part to the penis, or vice versa, may result in thermal burning of the prostatic tissues (i.e. the tissues in the prostate gland). Prostatic secretions are highly conductive, and a significant rise in the temperature of these fluids due to electric play can cause burning, or septic prostatitis. Risk seems to be the highest in men who have had previous prostatitis (an inflammation of the prostate gland), in which case a flareup caused by the bacterial presence in the resultant damaged tissues becomes a serious urinary tract infection. These infections can be extremely drug-resistant and hard to get under control, and continued play causes a chronic condition. Plan the route of current flow carefully so that it does not involve the prostate gland. A short course in male anatomy would not be unwise if you're going to play like this.
The reader who provided most of the above information asked us to add,
"I'll cite at least two personal experiences with septic prostatitis following electric play. Both resulted in prolonged hospital stays, several months of very nasty antibacterial treatment, and painful systoscopic examinations. It took over ten years after the last incident until I was symptom free. My current route was from cock head to balls, via a TENS unit (remember that the penis travels completely into the pelvic region, so any electrical connection to it routes the majority of the current along the penile shaft through the prostate gland, and thence into the surrounding tissues (i.e. the testicles). Superficially, it does not look as if this could happen, but a little thought about the penile structure shows it is highly probable. I would confine any connections to the penis to shaft only, both connections made to the shaft without involving other parts. I can't certify this as safe, but it would seem to leave the prostate out of the path of the current. I'm not a doctor, so ask yours if you must be sure."