Well, except for one reason: The power of suggestion. If I give you a music track and tell you that it will cure your headache, you're more likely to report that it cured your headache than you are to say "Well it didn't effect my headache, but it made my short-term memory better." An interesting experiment would be to buy a binaural track claimed to induce drunkenness, for example; play it for five friends without telling them the claim, and then ask how it made each of them feel. Give them multiple choices to select from. Chances are they're going to respond all over the map. If you have a friend who is a believer in binaural beats, I suggest going ahead and setting up this little test.
It sounds like your brain might have initial trouble adapting to the binaural beats. The same thing happened to me when I listen to the Beta frequency (I got a headache), but then I discovered that I had the volume turned up too loud. I would say experiment with these frequencies, but at a low volume. See how you go. And if you continue to have anxiety, by all means, stop listening. Also, not all binaural beats are created equally. Some are amateurish, but the ones from Binaural Beats Meditation (mentioned and linked to in this article), are professionally created and the ones that I personally listen to. I love them (especially the Theta/Delta ones)! I hope this helps. :)
Maya Mendoza is a published author of 3 personal development books. She has run an NLP / EFT Practice for 29 years helping clients transform problems into personal power. Maya is also a accomplished copywriter and well known Digital Marketing & Social Social Media Strategist - Specializing in Google+ for business. She was named "best marketing consultant" in Glasgow, UK in 2013.
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.