i loved it! (saw it years ago) The thing that I remember is that the actors are supposed to have a dog, and they kind of act as if a dog is really on stage...(saying "Here, boy!" etc then acting as if a dog is slobbering all over them, that sort of thing) and after a while you start filling in the blank and seeing / imagining the dog yourself.
And yes I found it scary too! I'd love to see it again.