This is normal for a crossdresser even without hypnosis.

I've had a tiny amount of success with this file... during the trance, when EMG talks about imagining breasts, I could feel my chest growing larger, and I was forced to breathe in a different way. Unfortunately, this feeling disappeared by the time I was woken up, so it wasn't quite as successful as...

This happened to me the last time I tried. I kept drifting in and out while still focusing on the voice. I'd like to think that I'm actually hitting some kind of trance state, but...

If it's just cycling through on a WMP playlist, are you putting yourself into trance all the time while using your computer? How does that work? Don't you have to concentrate on the files? Or are you just relying on their subliminal power, regardless of trance or concentration?

I've been listening to the files for a few days now, and for the first couple of times, nothing really happened - I listened right through and was able to remember anything, despite TrainSusceptible. But this time around, it was different. As I was being told to relax, I could feel my arms going all...

Once you're in trance, you become more "suggestible" - basically, you're more inclined to do the things that EMG tells you to do, but it's not 100% guaranteed that they will happen exactly as he describes them, or even at all, until you've practised some more. You can make your own "script" to liste...

Other great audio editing programs you might want to try are Goldwave and Audacity.

I should think that real-life emergencies (such as being underwater, or being seriously hurt) that happen while in a trance would automatically bring you out - they can't be so deep as to be dangerous to your physical health (in ways not intended by the file, at least...)

Unless it's just ordinary sleeping pills, I wouldn't recommend self-medication of hormone-based products or anything that could have potential long-term side effects - not without consulting with a doctor.