The kind of brain wave I have heard of is the result of the electrical activity inside a neurons (nervous tissue cells).
When in synergy; neurons produce 6 kinds of waves, called alpha, beta, gamma and delta, mu and theta. They are differentiated by the frequency in them. They also originate from different parts of the brain.
Highest frequency waves represent higher neural activity, while lower freq. waves represent slower or passive activity. Delta waves have lowest freq. and are considered to originate when we are in REM sleep.
Brain waves are recorded using EEG.
But this thing about altering experiment, I have never read. Anyways, it seems to me like a non-proved mystical experiment. There are many similar kind of documentaries being shown in Discovery and Nat Geo.
But I won't give much credibility to these claims, since if it would have been proved then there would have not been unnoticed by the main stream psychologist and physicist.
EDIT1: There's one hypothesis by Penrose, he calls the quantum mind. He argues that human brain has a quantum mechanical component, which makes the computation in the brain both quantum computation and hypercompution (capable of doing infinitely many steps in a finite time). This idea comes from his conviction that we must be more than computers, and the fact that all natural phenomena (with the exception of quantum gravity, since it is not completely understood) are described by Turing computation.
He has explained some of these ideas in his book "The Emperor's New Mind". Penrose does not lend support to the bogus nonsense in this question, and never has.
In a related vein, he also said, regarding other things, that the mind is non-local, and one can influence an external entity by becoming conscious of it. There is nothing particularly strange about either statement, so long as one does not take it to mean nonsense like this experiment.