This is a problem which has taxed thinkers for millenia, and concerns the relationship between our thoughts and experiences, and the biology of the brain. Thinkers have questioned whether mind and brain are distinct in any sense, or whether the we should ultimately reject all talk of the mind and purely describe experience and behaviour in terms of the biology.
Biology, of course, breaks down to physics, and if we believe that all physical outcomes are determined by the prior state of the world, where does free-will come from ? Perhaps it is only an illusion and thoughts are simply unable to cause any biological changes. Thoughts may be like the squeak of a bicycle wheel – certainly produced by the system – but playing no causal role in its function.
Needless to say, the mind-body problem has implications for the understanding of consciousness and other important applications in day-to-day neuroscience.
Link to In Our Time webpage, with realaudio stream and mp3 download of the programme.