Looks like Hack A Day has a link to a complete teardown of the OCZ NIA. I'm not much of an electronics guy, but it looks like they almost have all the components pegged. Each little bit is labeled and it looks like there is a programming head (that mystery connector I noted), though no word on whether anyone has successfully written to the PIC.
Interesting to note, that the device is USB 1.1 only (well USB 2 'full speed'), meaning 12Mbps max transferred. Sampling rate is 3.9kHz, 24-bit. Like I mentioned, there is an amp that measures the difference in voltage between the outer electrodes, presumably for eye movement detection. Lots of other neat stuff, so have a look.
Another interesting NIA thing I found was a guy who has been 'training' with this and does a decent job of moving forward and shooting, though not much else. He, too appears to have grounding issues.