From The Maze Where Realities Converge
Tones of different frequencies in each ear will interfere in the brain and cause you to hear a sound that will synchronise the brainwaves of the two hemispheres of your brain. For example, if you play 400Hz in one ear and 410Hz in the other ear, your brain will create a sound at a frequency of 405Hz that pulses at 10Hz. If you are relaxed and non-resistant, this will cause both hemispheres of your brain to emit synchronous brainwaves of 10Hz. It helps if you are also looking at a light flashing at 10Hz and it helps if you breath deeply and rhythmically.
You can dowload this binaural technology here. Generally speaking, the slower your brainwaves, the more relaxed and trancey a state you're in. Learn about different types of brainwaves here, (Hugh's intervention from here on ->) but don't take too much from it, most of it is scientifically crap.
Brainwaves occur in all their varieties, delta to alpha to gamma, in all places in the brain, all the time. What the websites usually manage to report is the result of one of two EEG experiments and then overgeneralise them. There are few facts about brainwave bands in general. There are many more about brainwave bands [b]at specific sites in the head[/b]. Alpha, for example, is generally recorded at the back of the head, over the visual cortex. There, we can tell whether there is visual attention or not by measuring alpha power - high alpha power indicates less visual attention, as shown by the sharp rise when the eyes are closed, or when the subject is sleepy. It wouldn't necessarily follow that alpha means attention - as we can see in a paper here, parieto-occipital (top-to-back-of-the-head, which is the visual cortex) alpha is reduced in those who have been blind since birth, even when they are doing tasks which require attention. This would suggest to me that alpha is a purely sensory measure of inattention - the adults who were normally sighted and then blindfolded had much higher alpha power (especially at the furthest back sites, bar 7 in each results diagram), indicating visual inattention since their visual system had been cut out, however the blind adults had lower alpha, which would indicate that that area of their brain was now used in a different way instead of visually, and since the system it was using was not compromised and was attending as usual, their alpha power stayed normal.
Take even less from the discussions on Theta and Beta, they have very little scientific understanding. (<- End of Hugh's pointless intervention)
Shamanic drumming can also produce a trance state. You can download mp3s of shamanic drumming for free as well.