Although the ElectraStim products are not medical devices, they have been designed in accordance with the European General Requirements for Safety of Medical Electrical Equipment (EN60601-1 and section 2.10 for nerve and muscle stimulators). All of their simulators and accessories carry the mandatory CE mark.
To mitigate any potential problems you should always read the stimulator and electrode instructions carefully before use. If you do not understand the instructions, you should contact them for further advice before playing.