WarpMyMind

Are you supposed to close your eyes when you are listening to these files..maybe turn off the lights/monitor?

Entirely up to you really. If the file tells you to close your eyes, then, if it's any good, they should be closing on their own really. Then again, IM hypnotists rely entirely on subjects keeping their eyes open so if there's no reference made to your eyes and you don't feel any compulsion to close them, don't worry - you're still perfectly capable of going deep.

While closing one's eyes and relaxing physically is not required in order to go into trance, then the majority of people tend to go easier into trance if they relax and close their eyes. But like I said: it's not required. And for IM hypnosis you can't very well close your eyes - as was just pointed out.