Hi, it the video does not show what the Neurosky is connected to.
The arduino is connected only to its USB programming and monitor cable, so most of the Neurosky processing could be being done in the PC, not arduino.
In fact you can see the TX/RX LEDs flashing as data is passed between arduino and PC.
Do you have a data sheet on the Neurosky and how its output is configured?
http://developer.neurosky.com/docs/doku.php?id=mindwave_mobile_and_arduino
I suggest you do some research.....
Tom...... 