Only believe this because last Halloween there was this commercial that would play on the radio about some costume website. It kept repeating the name of the website and to type in code name DARK...after that commercial my 3 year old son would tell me how he wanted a DARK Halloween costume. Yeah....it works.
Scientifically it has been shown they can work quite well, which is why they're so frequently used in advertising. In the US, it's illegal, but there are ways around it and if you know where to look you can see them. Subliminal Messages can be more than just audio. It can be image based also. Like, back in the day of Drive In movie theaters, they used to splice frames showing pictures of popcorn, soda, candy, etc, into the movie reel to drive up food sales. Sexually suggestive images appear frequently in advertisements, though hidden in some way. Kind of like the Vodka ad where it says "sex" in the ice cubes. What's funny, though, is people aren't aware of just how much subliminal messaging goes on. Let's face it, when you're watching a beer commercial and it's all hot women in bikinis hanging out with some average joe just because he has a bottle of bud light, though we don't think of it this way, it's being suggested that the beer will make you cool and attract hot women. The latter is considered just a normal advertising technique, but it is playing up on ideals in the subconscious. The previous examples are much more effective, and though illegal, I'm sure they still happen to some degree.
Human minds are highly suggestible. It's taught in introductory psychology that false memories can be implanted easily enough. Just look at the debate over the validity of recalling repressed memories. People often misconstrue subliminal messages to be something where your CD tells you to kill your parents so you do. Sure, something like that is an aspect of subliminal messaging, but on a whole it is a much broader thing which is used in high frequency.