You don’t have to run in order to get a runner’s high. All forms of exercise, including yoga and walking, can ease depression and anxiety by helping the brain release feel-good chemicals and by giving your body a chance to practice dealing with stress. You can go for a quick walk around the block, take the stairs up and down a few flights, or do some stretching exercises like head rolls and shoulder shrugs.
Transparent Corp's Research Area is arguably the most comprehensive resource for collated brainwave entrainment research.   Update: the main research area on Transparent Corp's website is currently being updated, so it is offline.  However, you can still access their peer-reviewed research paper as a PDF here: “A Comprehensive Review of the Psychological Effects of Brainwave Entrainment“.

Absolutely. Binaural beats were first discovered over 150 years ago, and their use in brainwave entrainment audio has been the subject of a great deal of scientific exploration over the last 35 years in particular. Millions of people use brainwave entrainment music to enhance their quality of life and to experience deep relaxation. In fact, brainwave entrainment technology is now used for more than just meditation. It is also used by a variety of practitioners and private users for improving self-confidence, stress relief, pain management, relaxation, improving and concentration and improving the quality of one's sleep. If you would like to read an objective third party report on binaural beats, please refer to this Wikipedia article.
Anyone who has sought out different methods for enhancing cognitive ability will probably have come across a technique known as Brainwave Entrainment. However, it is a fairly niche area of brain training, meaning that this form of stimulation is often overlooked in favour of more mainstream methods. The following outlines what Brainwave Entrainment actually is, how it is used, and some of the benefits attributed to it.
If new stressors are challenging your ability to cope or if self-care measures just aren't relieving your stress, you may need to look for reinforcements in the form of therapy or counseling. Therapy also may be a good idea if you feel overwhelmed or trapped, if you worry excessively, or if you have trouble carrying out daily routines or meeting responsibilities at work, home or school.

The thing about conditioning is, it doesn’t matter whether the conditioned response is pleasant or unpleasant, desirable or undesirable. The process of conditioning works just as well both ways. You went looking for any indication you were getting an effect by using entrainment and you happened to have an unpleasant experience that you focused on. To the mind it is irrelevant whether it was pleasant or unpleasant. One way works just as well as the other. But the fact remains; it was your general expectations that resulted in a specific situation of conditioning.

If you want the most results in the least amount of time, a well balanced approach is to listen to IQ Increase and Beta Relaxed Focus once or twice per day, and then use one of the 30 or 60 minute meditation tracks once during the day and again as you are going to sleep. That means a maximum of FOUR entrainment sessions per day. Trust me, that is a LOT of entrainment for your brain.

Binaural beats are the playing of two sine waves of close, but not the same, frequency into different earpieces of a set of headphones. The "beat" is heard as the brain tries to process them as a distinct sound, while taking into account the constructive/destructive interference. It is said to migrate brain waves to be closer to that frequency, like a sort of biological resonance, which is true. Of course the same can be said for listening to relaxing music help you relax, up tempo music to help you feel energetic, etc...

Think about it for a moment...your mind is at work all day, every day. Every decision you make, every challenge that you face, every moment you go through in life, your mind is your constant companion, and it can be your best friend or your worst enemy. Your mind is something you need to take good care of, because your quality of life is directly related to your "quality of mind".
When signals of two different frequencies are presented, one to each ear, the brain detects phase differences between these signals. "Under natural circumstances a detected phase difference would provide directional information. The brain processes this anomalous information differently when these phase differences are heard with stereo headphones or speakers. A perceptual integration of the two signals takes place, producing the sensation of a third "beat" frequency. The difference between the signals waxes and wanes as the two different input frequencies mesh in and out of phase. As a result of these constantly increasing and decreasing differences, an amplitude-modulated standing wave -the binaural beat- is heard. The binaural beat is perceived as a fluctuating rhythm at the frequency of the difference between the two auditory inputs. Evidence suggests that the binaural beats are generated in the brainstem's superior olivary nucleus, the first site of contra-lateral integration in the auditory system (Oster, 1973). Studies also suggest that the frequency-following response originates from the inferior colliculus (Smith, Marsh, & Brown, 1975)" (Owens & Atwater, 1995). This activity is conducted to the cortex where it can be recorded by scalp electrodes.  
The composer Alvin Lucier has written many pieces that feature interference beats as their main focus. Italian composer Giacinto Scelsi, whose style is grounded on microtonal oscillations of unisons, extensively explored the textural effects of interference beats, particularly in his late works such as the violin solos Xnoybis (1964) and L'âme ailée / L'âme ouverte (1973), which feature them prominently (note that Scelsi treated and notated each string of the instrument as a separate part, so that his violin solos are effectively quartets of one-strings, where different strings of the violin may be simultaneously playing the same note with microtonal shifts, so that the interference patterns are generated). Composer Phill Niblock's music is entirely based on beating caused by microtonal differences.

Beta brainwaves are next highest in frequency after alpha waves, occurring at 13 to 30 hertz. Beta brainwaves are what we experience every day as we are awake and using our analytic mind. Beta brainwaves are needed for concentrating on mental tasks, and when they are present for too long of a time, they lead to stress, anxiety, and even paranoia. Most people do not have trouble achieving beta brainwaves and in fact suffer from spending too much time in beta brainwave patterns. However, those with attention deficit disorder (ADD) who have problems focusing their attention can benefit from learning how to achieve and remain in beta brainwave states for longer amounts of time.
Fortunately, the recommendations for exercise in the role of stress management fit with the current health recommendations (12). The proposed physiological adaptations thought to improve the way the body handles stress and recovers from stress can occur with a regular moderate to vigorous aerobic exercise program (12,13,16), such as the recommendations of 150 minutes of moderate-intensity aerobic exercise per week or 75 minutes of vigorous-intensity aerobic exercise per week. If an individual is using exercise as a time-out from stressors, shorter duration activity can serve the purpose, especially when lack of time or fatigue is a concern. Consider an individual who reports significant work-related stress. Breaking the exercise into two 10- to 15-minute sessions, one before work and one at lunch time when possible, can help combat stress throughout the day. Although there is not a lot of research with resistance exercise and stress management, resistance exercise can be used to provide a time-out from one’s stressors. Because resistance training produces different exercise adaptations compared with aerobic exercise, it might not affect the way the body physiologically reacts to stress as aerobic exercise does. However, the acute effect of a time-out to reduce stress can be beneficial. In addition, clients can receive the numerous health benefits associated with resistance training. The resistance exercise prescription for general health benefits of 2 to 3 days of exercise to target all of the major muscle groups performed at a moderate intensity of 8 to 12 repetitions can be recommended.
The activity of neurons generate electric currents; and the synchronous action of neural ensembles in the cerebral cortex, comprising large numbers of neurons, produce macroscopic oscillations. These phenomena can be monitored and graphically documented by an electroencephalogram (EEG). The electroencephalographic representations of those oscillations are typically denoted by the term 'brainwaves' in common parlance.[4][5]