so, you want a shock collar for your crimelord. keep the eye on the crimelord or he'll encourage you to use it on someone else. make sure your captured crimelord is wealthy and oppressive, and try to get him a therapist.
meanwhile i've never used a shock collar, but devices are made of effectors or actuators (i dunno the right term), power supplies, control and communication peripherals (i dunno the right term either), and microcontrollers. with a shock collar there's going to be some kind of power accumulation and delivery mechanism associated with the points of shocking--
