Exercise and stress research has typically focused on aerobic exercise. There have been consistent findings that people report feeling calmer after a 20- to 30-minute bout of aerobic exercise, and the calming effect can last for several hours after exercise. Recently, there has been an increased amount of research on the role of mind-body types of exercise such as yoga or Tai Chi. Unfortunately, there is somewhat limited research on the role of resistance exercise in stress management.
As to the second question raised in the above paragraph, audio with embedded binaural beats alters the electrochemical environment of the brain. This allows mind-consciousness to have different experiences. When the brain is entrained to lower frequencies and awareness is maintained, a unique state of consciousness emerges. This state is often referred to as hypnogogia "mind awake/body asleep."  
The advice “take a deep breath” may seem like a cliché, but it holds true when it comes to stress. For centuries, Buddhist monks have been conscious of deliberate breathing during meditation. For an easy three- to five-minute exercise, sit up in your chair with your feet flat on the floor and hands on top of your knees. Breathe in and out slowly and deeply, concentrating on your lungs as they expand fully in your chest. While shallow breathing causes stress, deep breathing oxygenates your blood, helps center your body, and clears your mind.
As with meditation, mindful exercise requires being fully engaged in the present moment, €”paying attention to how your body feels right now, rather than your daily worries or concerns. In order to “€œturn off”€ your thoughts, focus on the sensations in your limbs and how your breathing complements your movement, instead of zoning out or staring at a TV as you exercise. If you’€™re walking or running, for example, focus on the sensation of your feet touching the ground, the rhythm of your breath, and the feeling of the wind against your face. If you are resistance training, focus on coordinating your breathing with your movements and pay attention to how your body feels as you raise and lower the weights. And when your mind wanders to other thoughts, gently return your focus to your breathing and movement.
The various mental states of the individual are thought to take place across a varied range of frequencies, or brainwaves. By encouraging the frequency following process, entrainment is able to create positive change in the brain, through matching carefully-selected frequencies of light and/or sound. The stimulus enables the individual to access a different state of consciousness, which can be useful for a number of benefits including relaxation, anxiety management, stress reduction and more.
Infra-Low brainwaves (also known as Slow Cortical Potentials), are thought to be the basic cortical rythms that underlie our higher brain functions. Very little is known about infra-low brainwaves. Their slow nature make them difficult to detect and accurately measure, so few studies have been done. They appear to take a major role in brain timing and network function. 
Binaural beats are auditory brainstem responses which originate in the superior olivary nucleus of each hemisphere. They result from the interaction of two different auditory impulses, originating in opposite ears, below 1000 Hz and which differ in frequency between one and 30 Hz (Oster, 1973).For example, if a pure tone of 400 Hz is presented to the right ear and a pure tone of 410 Hz is presented simultaneously to the left ear, an amplitude modulated standing wave of 10 Hz, the difference between the two tones, is experienced as the two wave forms mesh in and out of phase within the superior olivary nuclei. This binaural beat is not heard in the ordinary sense of the word (the human range of hearing is from 20-20,000 Hz). It is perceived as an auditory beat and theoretically can be used to entrain specific neural rhythms through the frequency-following response (FFR)--the tendency for cortical potentials to entrain to or resonate at the frequency of an external stimulus. Thus, it is theoretically possible to utilize a specific binaural-beat frequency as a consciousness management technique to entrain a specific cortical rhythm.  
Research suggests the negative effects of stress on the body seem to be exaggerated in people who are inactive, a phenomenon called”stress-induced/exercise deficient” phenotype. Because we react to stress by experiencing changes in our neuro-endocrine systems, regular exercise is protective because it regulates various metabolic and psychological processes in the body, including reinforcing our natural circadian rhythms, sleep/wake cycles, moods and blood sugar levels.
Slightly higher-frequency entrainment can lead to hyper suggestive states of consciousness. Still higher-frequency EEG states are associated with alert and focused mental activity needed for the optimal performance of many tasks. Perceived reality changes depending on the state of consciousness of the perceiver (Tart, 1975). Some states of consciousness provide limited views of reality, while others provide an expanded awareness of reality. For the most part, states of consciousness change in response to the ever-changing internal environment and surrounding stimulation. For example, states of consciousness are subject to influences like drugs and circadian and ultradian rhythms (Rossi, 1986; Shannahoff-Khalsa, 1991; Webb & Dube, 1981). Specific states of consciousness can also be learned as adaptive behaviors to demanding circumstances (Green and Green, 1986).  
Both brainwave entrainment and neurofeedback deal with brainwaves, but the similarity stops there. Entrainment pushes your whole brain into a pre-determined state, while neurofeedback teaches you how to move specific parts of your brain on your own. It is the differeence between forcing the brain into a given position, and skills building so you can move it there yourself.