You don't have to buy one, though. It's not too hard to make your own binaural beat, and free software is widely available to do just that. The one that I used to make that little sample is an open-source program called Gnaural, available on the Sourceforge website. It's pretty easy to use, though it takes some practice before you can generate some of the really cool, more professional sounding beats. A binaural beat consists of two simple tones, and most people add that background pink noise. Nothing special.
Brainwave entrainment is a method which utilizes frequencies of the brain in order to bring about specific desired thoughts and behavior. In other words, brainwave entrainment is used to induce different brainwave states related to: enhanced focus, relaxation, sleep induction, meditation, etc. With the help of a specific stimulus, aural (audio), photic (visual) or the combination of the two, we naturally induce the brain to respond by synchronizing with the stimulus frequency; this is called the “frequency following response”. The assumption is that the human brain has a tendency to change its dominant Electroencephalography frequency (recording of electrical activity along the scalp) towards the frequency of a dominant external stimulus. This is why we also talk about “brainwave synchronization”.
Most capsules either contain powdered, dry herbs, or a tiny bit of liquid extract (gel caps). Tablets are powdered herbs that are held together by pressure and other chemicals. The beauty of liquid extracts, or "tinctures," is that they absorb quickly and the body receives the full benefit of the plant in a very bio-available solution. Liquids also allow you to customize your serving freely so you can best meet your needs at the time. Liquids are inexpensive and easy to swallow. The droppers and pump top dispensers are also convenient for when you're on the go.
This is not to say that entrainment cannot produce some physical effects, particularly negative ones. It is possible to induce epileptic seizures using entrainment, especially visual entrainment that employs flashing lights. That’s why people with seizure disorders are uniformly told to consult with their health care provider before using entrainment if they have a seizure disorder or some other serious medical condition.
For a little variety, you can use the 60 minute Delta Ultra Deep Standalone Meditation which takes you down into Delta and holds you there for an extended period of time. If you can stay awake during this entire time, you will have some amazing meditative experiences. (If you fall asleep, don't worry! It's natural and with practice you will be able to stay awake more often.)
This depends on how ready your brain is to absorb the impact of the tones and how responsive it is. Most people experience a feeling of relaxation and calm right from the first session. The degree to which you feel these hinges on how well your brain reacts. Use it over a few days and you can experience unmistakable signs of stress reduction and improved clarity of mind. After a while, when you brain gets trained in allowing better communication between the right and left hemispheres, you will sense that the feeling of mental clarity and calm carry forward even hours after a session.
In 1956, the famous neuroscientist W. Gray Walter published the results of studying thousands of test subjects using photic stimulation, showing their change in mental and emotional states. He also learned that photic stimulation not only altered brainwaves, but that these changes were occurring in areas of the brain outside of vision. In Walter’s words:

One of my habitual ways to unwind, get into an easy meditative state, and let the stress of the day melt away is by listening to binaural beats from these guys. So please do try them out! Their work is of the highest quality. (Note: yes, our website does earn affiliate commissions from them, but I only recommend them because I personally use their music to help relax my mind and reduce nervous tension – and it works!)
This phenomenon is best known in acoustics or music, though it can be found in any linear system: "According to the law of superposition, two tones sounding simultaneously are superimposed in a very simple way: one adds their amplitudes".[2] If a graph is drawn to show the function corresponding to the total sound of two strings, it can be seen that maxima and minima are no longer constant as when a pure note is played, but change over time: when the two waves are nearly 180 degrees out of phase the maxima of one wave cancel the minima of the other, whereas when they are nearly in phase their maxima sum up, raising the perceived volume.
Many people experienced in using alpha brainwave entrainment report that the state of mind associated with alpha waves is a time when they feel most consciously connected to their subconscious mind. The intense experience of hypnagogic sleep, reported by some people as a feeling of being awake and asleep at the same time, is also associated with alpha brainwaves.
Practitioners are discovering a number of different areas in which entrainment therapy may bring positive benefits. From managing mental health more effectively through to providing increased mental focus and concentration, it is thought the technique can be adapted according to the specific issues being treated. An improved immune system, enhanced levels of pain management, and a reduction in autoimmune disorders are also thought to be achieved through the therapy, leading many individuals with chronic ill health to consider brainwave entrainment as a non-invasive yet effective therapy.
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Entrainment is a phenomenon seen is a wide variety of different natural circumstance. In the field of chronobiology, the study of biological rhythms in living organisms, entrainment is the synchronization of a circadian rhythm with the rhythm of an external pattern, such as the synchronizing of women’s menstrual cycles with the phases of the moon or with one another in a group.
A study published in Electroencephalography and Clinical Neurophysiology by Paul Williams and Michael West in 1975 examined the brainwave states of people experienced in meditation while using photic stimulation, and another study by Leonard, Telch, and Harrington in 1999 examined the successful use of brainwave entrainment techniques for attaining meditative states in subjects.
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."  
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.
... These factors may be the specific frequency of BB; the targeted population-because it is known that older people have different quality of brainwave activity than, e.g., youngsters (Bazanova & Aftanas, 2008;Clark et al., 2004), and the tests used to detect the possible changes in working memory capacity. Based on the research showing a positive impact of alpha-range BB on cognitive functioning, specifically attention, auditory sequential memory, working memory, working memory storage, reasoning ability, cognitive processing and hemispheric synchronization, (Carter & Russell, 1993;Cruceanu & Rotarescu, 2013;Foster, 1990;Kennerly, 1994;McMurray, 2006) as well as on the wealth of research documenting the important role of alpha brain wave activity on vigilance, in-hibitory processes, attention, filtering out irrelevant information working memory, the visuo-spatial component of working memory, perceptual abilities and information processing speed (Braboszcz & Delorme, 2011;Clark et al., 2004;Engle et al., 1999a;Freunberger et al., 2011;Klimesch et al., 2007;Lachat et al., 2012;Oprisan, 2004;Palva & Palva, 2007;Rihs et al., 2007;Sauseng et al., 2009;Tuladhar et al., 2007;VanRullen & Koch, 2003), we believe that BB of a frequency that corresponds to the alpha range of brain activity has a temporary effect on working memory capacity. In our study, subjects were exposed to 9.55 Hz BB stimulation while we measured their working memory capacity through the Automated Operation Span Task (AOSPAN). ...
... Several studies have looked at the possible effects of binaural beats within the alpha range on cognitive abilities. A significant improvement in cognitive processing, as measured by the Stroop Effect exercise, was found by a BB stimulation of 10.2 Hz frequency (Cruceanu & Rotarescu, 2013).Carter and Russell (1993)exposed 8 to 12 year old boys with learning disabilities to 8-week long 10 and 18 Hz BB stimulation sessions, and they found an improvement in Raven's progressive matrices and in a subtest of auditory sequential memory (Carter & Russell, 1993).McMurray (2006)assessed the effect of 7 and 11 Hz BB on alpha brainwave activity, working memory, and attention in healthy elderly people, who are known for experiencing gradual decrease in physiological alpha activity. The 2 minutes exposure to BB resulted in an altered electrical activity in the brain. ...
Because of the way they are created, there may be a positive benefit from listening to binaural beats without considering the brainwave entrainment aspect, but I haven’t seen any research on that. I first discovered brainwave entrainment through binaural beats about 10 years ago now, but they didn’t do anything for me. So I’ve never been a regular user of them. I believe isochronic tones are a more effective way to produce hemispheric synchronisation because they produce a much stronger response in the brain
Brainwaves, or neural oscillations, share the fundamental constituents with acoustic and optical waves, including frequency, amplitude and periodicity. Consequently, Huygens' discovery precipitated inquiry[citation needed] into whether or not the synchronous electrical activity of cortical neural ensembles might not only alter in response to external acoustic or optical stimuli but also entrain or synchronize their frequency to that of a specific stimulus.[16][17][18][19]