The mind is always open to suggestions and thus when a person is agitated or tensed, relaxing sounds, rich in alpha like frequencies, can actually bring brain frequencies down from theta to beta to eventually alpha brain waves, changing the overall mood of the listener during this process.
It's a scientific fact: A relaxing melody can help a person to get at ease. When a person listens to a piece of music that he finds relaxing, he can focus on that, forgetting his agitation and tension. His/her breathing slows down a well as the heart rate and blood pressure