Do Subliminal messages really work?

I'm on a program to stop smoking and to focus better. I have to listen to two cd's every day for six weeks. Just wandering if I am wasting my time or if it really will work? I've been doing it for 3 days now and all it's doing so far is making me fall asleep. I also have a cd for prying open my third eye, I really do not believe that there is such a thing as a third eye but I guess it's possible. So do subliminal messages work or not? My friend gave me these discs they're called Brain Sync.