That's myofascial release
[QUOTE=SlowMo;5373505]I don't know why so many therapists insist on rolling the muscles sideways like they are plucking guitar strings rather than going length-wise.[/QUOTE]The fascia is the connective tissue in the muscle. Like gristle in steaks. In general, if it gets too tight it can pull the muscles in warped ways. Myofascial release covers some techniques to go not only with but against the muscle grain to free up that tissue. Swedish massage is the most common set of massage techniques that goes with the grain, to help stretch the muscle and help with blood flow.
If you feel pain from them going against the grain, you can say "ow" and they should back off, at least in the amount of pressure. "ow" and flinching are universal signs that they need to adjust. A good therapist will use several modalities to work around a painful / tight area to loosen it up, then can tackle it more directly with less pain. In my experience, average- to lower-quality therapists will usually stop working the painful area and just move on.