Massage is the nicest way of relieving stress; it's active relaxation that someone else is doing for you.
Massage does require some tolerance for pain. A massage given for general stress is not the same as a massage given for sport related muscle relief. A sportist is used to contracting and relaxing muscles, and does so regularly through exercise. An average stressed person shuns exercise and compounds muscle tension with bad posture.
The shoulders of a person in dire need of stress relief feel like concrete to the touch, and even the slightest pressure can be painful. In this case, that's the price to pay: if you want easy and efficient stress relief, be prepared to endure some pain.
Regardless, the pain is short lived and massage is well worth the effort to relax tense parts of the body and gain some peace of mind. After massage, let your body rest and your subconscious work it's magic - the best thing your conscious mind can do at this time is step out of the way.