Do not let anyone put a piercing gun to your cartilage ever. It can shatter the cartilage and cause deformity (my cousin's cartilage is all messed up from one). They a hollow needle that has this little tiny plastic tube that feeds through the hole and when they push the earring through it shouldn't hurt and it just pushes the bit of plastic out. =]
Good luck.
You wont feel a thing until afterwards. I didn't even know the lady had pierced my ear. Just be careful when brushing your hair, showering, and even sleeping. You will need to sleep on the opposite ear.