I'm uncomfortable with the new trainer we started working with last week and I'm not sure what to do.

We started with a new training program for our 10 month old rescue puppy last week. It's with an e-collar and several coworkers recommended it. It's a drop-off one-day-a-week situation; they work with us & our dog every other session. My concern is the trainer told me when giving directions on how to use the stim that I shouldn't worry if he yelps, I'm not hurting him. She said that for him it was a discomfort like having the music too loud in the car. I'm having a hard time believing this. He did yelp once; he sat down & tried to scratch the collar off. I stopped using the collar at home since he doesn't seem to understand what I want from him in response to it (she told me it was to be used to enhance my voice; dogs only pretend not to hear us & I'm to increase the stim until he responds. she also said that he'll figure out what to do). We both are frustrated during at-home training sessions. She also told us to not use the word NO anymore or give him treats as rewards.