Most of all, don't feel bad if you fall asleep. Your brain is still receiving many of the benefits of entrainment while you sleep through the audio tracks. In fact, many people report better, more restful sleep when they use brainwave entrainment to help them fall asleep. However, I recommend that you do not go to sleep with your brainwave track set to repeat, as that can be too much stimulation for the brain.
The exact physiological mechanisms to explain how exercise improves stress have not been delineated. Human and animal research indicates that being physically active improves the way the body handles stress because of changes in the hormone responses, and that exercise affects neurotransmitters in the brain such as dopamine and serotonin that affect mood and behaviors (9,11). In addition to the possible physiological mechanisms, there also is the possibility that exercise serves as a time-out or break from one’s stressors. A study that tested the time-out hypothesis used a protocol that had participants exercise but did not allow a break from stress during the exercise session (5). Participants were college-aged women who reported that studying was their biggest stressor. Self-report of stress and anxiety symptoms was assessed with a standard questionnaire before and after four conditions over 4 days. The conditions were quiet rest, study, exercise, and studying while exercising. These conditions were counterbalanced across participants, and each condition was 40 minutes in duration. The “exercise only” condition had the greatest calming effect (5). When participants were not given a break from their stressor in the “studying while exercising” condition, exercise did not have the same calming effect.
Writing or talking about the things that prey on you—in a diary, with friends, in a support group or even a home computer file—helps you feel less alone and helpless. One study, published in The Journal of the American Medical Association, looked at people who had either rheumatoid arthritis or asthma— conditions known to be stress-sensitive. One group chronicled in a perfunctory manner the things they did each day. The other group was asked to write daily about what it was like, including fears and pain, to have their disease. What researchers found: People who wrote at length about their feelings had far fewer episodes of their illness.
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.

Entrainment is a term originally derived from complex systems theory, and denotes the way that two or more independent, autonomous oscillators with differing rhythms or frequencies, when situated in a context and at a proximity where they can interact for long enough, influence each other mutually, to a degree dependent on coupling force, such that they adjust until both oscillate with the same frequency. Examples include the mechanical entrainment or cyclic synchronization of two electric clothes dryers placed in close proximity, and the biological entrainment evident in the synchronized illumination of fireflies.[13]