The human brain is one of the most complex physiological systems, involving billions of interacting physiological and chemical processes giving rise to the experimentally observed neuroelectric activity, called electroencephalographic (EEG) signals. A biomedical signal, electroencephalography (EEG), reflects the state of mind and is often used to verify the influence of music on human brain activity. In this paper we present a brief study of various effects of music on Attention and Concentration state of the brain using the Neurosky Mindwave Mobile Headset and EEG Analyser application. The aim of the study is to identify which type of music can help the brain activities to be more attentive while performing a cognitive task (playing a game). In contrast the effects of music in the Concentration state is also studied in order to understand how the music can help the brain activities to be more focused. Although the number of participants was reduced, the results were interesting. The music acts in an individualized way in the performance of each participant. It was found that for certain tasks there is a strong correlation between Attention and Concentration levels. In addition, a distinction between genders of participants can be made according to the results.