It depends on what you mean by hurt. The dog gets a small shock, which doesn't feel good, so you could call this hurt. However, the dog doesn't suffer any lasting damage from the invisible fence.
I am sorry you lost your dog. First thing you do is get a group of friends to go looking for it. Then, start asking some people if they have seen your dog, explain how it looks. Lastly, make flyers...
Try getting a container half-full with its food and rattle it around your street, calling your dog's name.
You could post fliers around your neighborhood and your town in hopes that someone has seen...