Indeed a very interesting study. I remember trying to learn to lucid dream when I was young. Some good times.
I think they used a simple low voltage/amp electrical current generator which can be targeted to the specific frequencies required.
They are usually attached the the scalp via electrode.
Very similar or possible the same as the devices used in an attempt to stimulate hair growth.
Be aware though attaching any device to your head whose electrode circuit is not properly isolated from the power mains is extremely dangerous and can have deadly consequences.
See here as an example of an "electrical scalp stimulator":
http://www.alibaba.c...1549348510.html
It got me thinking however, I know there are a lot of isochronic tones available for lucid dreaming. Not sure what frequency they usually use or if this study would be reproducible at all using sound waves.
Out of curiosity I made up a couple of MP3 files with isochronic tones in the 25-40Hz frequency range.
They can be downloaded below:
The files both simply start at 25Hz and ramp up over the course of an hour to 40Hz.
This is my first attempt at making isochronic tones 
1) Sine Wave 25Hz - 40Hz Ramp:
https://www.dropbox.com/s/m6jjfoqpwke1oux/Isochronic%20Louder.mp3
2) Pink Noise 25Hz - 40Hz Ramp:
https://www.dropbox.com/s/86jageu7uisf4zr/Isochronic%20Pink.mp3
Hopefully they are not too soft.
Would be very interested if anyone has any success with them.
Note: Use these at your own voluntary discretion. They have not been trialled or tested in any way. By downloading or using these sound files you do so completely at your own risk and you are aware of any possible inherent risk.
Edited by MadScientistX, 14 May 2014 - 11:15 AM.