Help me out here. Go to this link
http://www.coindesk.com/how-to-create-a-brain-wallet/scroll down to the stick figure illustration,
and you will see
"Alternatively you cold import the wallet back into your bitcoin client. To do this, open bitcoin on your desktop..."
What program or app do they mean when they say open "bitcoin"?
It says "you could import the wallet back into your client. To do this, open bitcoin....". Open bitcoin meaning open your bitcoin client and import your private key.
"To do this, open bitcoin on your desktop, open the Help menu and select “Debug Window”. Then, click on the “Console” tab, and type in
Importprivkey [Your private key here without brackets] “The label that you want in quote marks”
It will take a while for your client to import the data as it has to trace the bitcoin address back through the complete block chain to obtain the full balance of bitcoins."
Open your bitcoin qt on your computer then follow the instructions to open the debug window then import the key. Also an much easier solution for redeeming or importing your brainwallet would be use mtgox or blockchain.info and import it that way. Hope this helps