they say around 15 mins or so although i think many people wear them much longer after a while,as with anything build it up slowly,
when you start getting uncomfortable remove them... as has been pointed out the most painful part is when they come off,clothes pins are not as painful as most types of clamps although some of the firmer wooden ones with the metal springs grip tightly.

the tweezer style clamps are gentler,the clover clamps having a bit more bite.
start with your nipples rather than genitals would be my suggestion,i wouldnt attach weights to begin with either.