Be careful with DMSO; it's pretty scary stuff. Only buy pharmaceutical grade DMSO. You should ALWAYS wear rubber gloves while handling it & applying it, and be extremely careful not to contaminate it with anything. ONLY apply it to freshly-cleaned skin. As LevelHeaded said, it is a very potent co-transporter. It's used very often in the horse industry to help aid recovery of various tendon & ligament injuries and swelling.
I've personally seen cases of toxicity in horses due to the "wicking" action of DMSO as owners / trainers aren't particularly careful when it comes to storage and allow it to become contaminated. There are numerous reports of heavy metal toxicity related to DMSO - mercury toxicity is often found as some horse owners still use mercury "blisters" on legs and then later apply DMSO... there have been studies that show mercury, arsenic, lead, etc can be found at significant levels within the bone marrow within 30 seconds of applying DMSO.
I can personally vouch for the effects on your breath... it causes a strong garlic or metallic taste in your mouth if you use it. As a veterinary student I once got some on my wrist while applying it to a horse and it was almost instantaneous and slightly nauseating.