I thiiiink I know what kind you tried, and yes, it's spicy! If you have some red chili sauce (the sweet sticky kind) you can sort of combine the two and it's still spicy but really really good over veggies and white rice. The delayed burn seems to be really common with Thai food from what I've had? I actually like it, but I'm not a huge fan of other spicy stuff, so.

This is probably closer to what you're looking for, though I haven't tried this particular one: http://www.thaikitchen.com/Products/Sauces-and-Pastes/Peanut-Satay-Sauce.aspx

They also have a really nice Peanut Pad Thai in a box that comes with sauce and crunchy peanut bits, tho you have to be careful to make sure it's the peanut kind you get, the box for the regular stuff is almost identical.