My non-cf daughter was three when she had her sweat test, the same day as Emily's first non NICU clinc visit.
She also had electrodes put on her arms. The lab tech who did the test was very careful to NOT tell her that it wouldn't hurt. She said that it probably would hurt a little bit and she, too, used the word tingly. I don't remember it being TOO traumatic, but, then again, I was also taking a 5 week old to a CF clinic that day, so I might have forgotten this part!
I do remember that she had to put her coat on (and snowpants too, since we had them along!) and run around the hall with daddy for a while. The whole process didn't take too long.
Just be sure to clearly explain what's going to happen, as best you can, explain WHY he needs to do this, and be sure to have him pick out a treat before-hand...something to look forward to. Good luck!