Slip on your headphones, close your eyes and turn out the lights. Within minutes you’ll feel like your brain is being massaged. Soothing Delta frequencies, associated with deep restorative sleep, and subliminal messaging for deep sleep are masterfully woven into gentle music. As your brain cells resonate and your brainwaves entrain with Delta waves, you start to slowly swirl and drift. Delta binaural beats help wash away pestering concerns, allowing you to fall into deep sleep states that bring the refreshing slumber your body and mind need for health, happiness and optimum performance.

Your brainwave activity during sleep is largely distinct from your brain activity when you’re awake. (REM sleep is one exception to this—during REM, your brain is active in ways very much like when you’re awake.) During non-REM sleep, the slower, lower frequency theta and delta waves dominate, compared to the alpha and beta waves that are prominent when you’re alert and active.

It may be that you had the volume too loud, but I would expect you to hear the effects of that straight after you’ve stopped listening, not on a day you haven’t used them. It might be something similar to muscle memory, where you suddenly remembered the sound and sensations it gives you as if you were hearing it again. I don’t know how long you’ve been using this type of thing for, but maybe it’s something that will settle down and disappear once you become more accustomed to the sound.
Alpha waves unlock your imagination, bringing creative inspiration from deep within the currents of your own mind. In the Alpha state, awareness expands and fresh creative energy begins to flow. Alpha training helps you tap into higher levels of creativity and is excellent for problem solving, finding new ideas and practicing creative visualization. In Alpha, you can access the wealth of creativity that lies just below your conscious awareness - it is the gateway that leads into deeper states of consciousness.
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Research done under Gerald Oster suggested that binaural beats may be used as a medical tool, especially for diagnosing neurological conditions. In particular, he noticed that untreated sufferers of Parkinson’s disease were unable to “hear” binaual beats but further research indicated successful treatment when the subject was finally able to perceive them at the end of a Parkinson’s treatment regimen. Oster also noted difference in perception in women based on their menstrual cycle, and posited that there may be some connection between the ability to perceive binaural beats and the woman’s levels of estrogen at the time.

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.
Binaural beats are not a physical noise or sound per se. Rather binaural beats are a sort of phantom tone which is manufactured by the brain when two different tones are played in each ear. For the binaural beat to be perceived you need stereo headphones and the frequency of the two different tones coming into each ear must be below 1000hz, and no more than 30hz apart. If they are more than 30hz apart you will simply hear a tone in each ear, one louder than the other. But if the difference between the beats is below 30hz you hear the binaural beats.
In Theta, you are in a waking dream, receptivity is heightened and you are able to access knowledge and information that normally lies beyond your conscious awareness. As flashes of vivid imagery dance before your mind's eye, you may feel a "floating" sensation as your mind expands beyond the boundaries of your body. In this deeply relaxed state don't be surprised to receive sudden insights, inspiration or a sense of knowing.
... [9] While entrainment by binaural auditory beats in the alpha frequency has also been shown to enhance creativity, cognition, memory, and an improvement in intelligence tests and achievement tests in learning disabled boys. [10][11][12][13] The gamma-band activity has been shown to involve in a variety of functions such as attention, memory, and consciousness. Current literature suggests that entrainment by gamma beats promotes cognitive flexibility, modulates visual attention, and enhances creativity. ...
So, in summary, binaural beats certainly do not work the way the sellers claim, but there's no reason to think they're any less effective than any other music track you might listen to that effects you in a way you like. If they make you sleepy (like they all do for me), use them to go to sleep. If they relax you or get you amped, use them for that. But don't expect them to be any more effective than regular music. If someone you know claims that they are, put them to the test, and bust the myth.
♥ I've beeen training in self-hypnosis for a while (under supervision and for a reason) and found that the 8-4 Hz beats put me very quickly in a deeply relaxed state. Definitely the thing! With the timer, I can shut them for the real self-hypnosis. I haven't tried the other beat generators yet, but this one works much better than I expected and clearly does the job. In a few words: I'm impressed!
Some studies have found that binaural beats can affect cognitive function positively or negatively, depending on the specific frequency that’s generated. For example, a study of long-term memory found that beta-frequency binaural beats improved memory, while theta-frequency binaural beats interfered with memory. This is something for scientists to continue to examine closely. For people who use binaural beats, it’s important to understand that different frequencies will produce different effects.
"Spontaneous wandering of the mind is something you become more aware of and familiar with when you meditate," continues Ellingsen, who is an experienced practitioner. "This default activity of the brain is often underestimated. It probably represents a kind of mental processing that connects various experiences and emotional residues, puts them into perspective and lays them to rest."
I call the kind of intuitions and inspirations that come when we meditate and do these kinds of practices my “marching orders.”Okay, this is what I need to do. We’re not using our brilliant linear minds here; that’s not the place wisdom comes from. The place of wisdom is, again, relaxing into these states with loving-kindness, and then all the stuff can come out, whether we are dealing with our shadow issues or dealing with our light issues—the wisdom and gifts we haven’t yet brought forth that need to be birthed.

Theta: This brainwave pattern is associated with deep relaxation and with some stages of sleep, including the lighter stages of non-REM (NREM) sleep. REM sleep itself is mostly composed of beta wave and other activity that’s similar to an alert, waking brain. Deep meditation produces theta waves, which are slower and lower frequency (between 5-8 hertz) than Alpha waves. That murky barrier between sleep and wakefulness, when you’re drifting in and out of sleep, and your thoughts feel dreamlike and difficult to remember? That’s a theta-dominant state of consciousness.
Study after study has shown that brainwave entrainment technology is an effective way to relieve anxiety[4], and that meditation alters brainwave patterns more effectively than regular relaxation [5]. Dr. Jeffrey D. Thompson refers to the “far-reaching possibilities” to be enjoyed by using “this type of vibrational technology” to encourage healing, emotional release, stress reduction, relaxation and, of course, deeper meditation [6].
Synchronized brain waves have long been associated with meditative and hypnogogic states, and audio with embedded binaural beats has the ability to induce and improve such states of consciousness. The reason for this is physiological. Each ear is "hardwired" (so to speak) to both hemispheres of the brain (Rosenzweig, 1961). Each hemisphere has its own olivary nucleus (sound-processing center) which receives signals from each ear. In keeping with this physiological structure, when a binaural beat is perceived there are actually two standing waves of equal amplitude and frequency present, one in each hemisphere. So, there are two separate standing waves entraining portions of each hemisphere to the same frequency. The binaural beats appear to contribute to the hemispheric synchronization evidenced in meditative and hypnogogic states of consciousness. Brain function is also enhanced through the increase of cross-collosal communication between the left and right hemispheres of the brain.
A newer alternative to binaural beats is isochromatic tones. These are tones that are interspersed with periods of brief silence, creating a similar effect to binaural beats but without the two frequencies playing in different ears. Because isochromatic tones do not need headphones, they are gaining popularity as the newest method of brainwave entertainment.
Brainwave entrainment through binaural beats is a powerful way to alter your brainwaves and induce deep sleep. Perfect if your mind is full of thoughts, you’re suffering with any anxiety or you just want to get to sleep fast. And unlike sleep medication, they’re completely natural and the quality of your sleep is likely to increase with use, not decrease.
Brainwave entrainment is a field of study and endeavor founded in the same physiological and psychological processes that make music, drumming, and chanting so powerful as methods for transforming the mind and spirit and aiding in healing of the body. These processes involve how the electrical energy in our brains synchronizes with sounds and visual stimuli, producing a particular brainwave frequency and its associated mental states. 
Studies have shown binaural beats may affect levels of dopamine, a hormone that plays a broad role in cognition and a particular role in creative thinking. This has scientists examining the possibility that binaural beats can be used to stimulate creativity. (If you’re looking to be more creative and innovative in your thinking, keep in mind that sleep itself is a powerful tool!)
The objectives and inclusion criteria of the review were clear. Relevant sources were searched for studies, although the restriction to published studies in English meant that the review was prone to publication and language biases. The authors did not state whether steps were taken to minimise the risk of bias and error in the processes of study selection and data extraction (for example, by having more than one reviewer independently make decisions). The authors mentioned which studies were blinded, but it did not appear that study validity was systematically assessed, which made it difficult to judge the reliability of the review findings. The decision to combine studies by narrative synthesis appeared appropriate given the strong clinical heterogeneity between the studies, but the authors failed to quantify the size or statistical significance of the findings reported. The evidence presented appeared to justify the authors’ conclusions that further research was justified, but in view of the dearth of good-quality evidence and problems with methodology and reporting in the review, the conclusions regarding efficacy did not appear reliable.
There’s also some new stuff I’ve certainly never included in tracks before including some gentle pink noise and brown noise blended together in the background with what’s called phase modulation. This is almost outside of awareness as you’re listening to it. This is how your ear tells what direction a sound is coming from. Does it arrive at your left ear slightly before your right ear? You can modulate that. So, again, it has a very gentle, imperceptible rhythmic quality to it.
But we don't need any studies to tell us that different people can listen to different kinds of music and be affected. A lot of people who work out have a workout playlist on their iPod that keeps them energized. Some people listen to certain music to help them fall asleep. The Muzak company has built an industry on relaxing music that will keep people in the mood to shop. Music does affect our mood, and so we already have every reason to expect binaural beat recordings to produce the same effect. Different people may find certain binaural beats to be relaxing or energizing. But, we've never found any reliable indication that a binaural beat's connection to our brain is any deeper or more meaningful than any other music track. We do know for a reasonable certainty that specific claims made by most sellers of binaural beats are not credible, and that there is no reason to think that the effect they're claimed to produce will work for you.