I don't think it's subliminal, but the main one I've read about so far is "Think Right Now". I haven't tried it myself, so I can't recommend it but several people on here have tried it with differing results and there are a few threads in the self-help section devoted to it. Here's one:
It's supposed to help change the subconscious. I found though I don't like hearing someone talking while I'm trying to sleep, it just annoys me, so I gave up on that. Look up Super-Sleep and Think Right Now. The makers of Think Right Now don't recommend listening while sleeping as the most efficient method of listening to the cds but say it will work, but not as fast as other listening strategies.
I wouldn't put too much faith in the "subconscious", or "unconscious". These are psychoanalytic notions that are clearly debatable (see, for example, Sartre). As for listening to tapes: I wouldn't rely on them alone. If you use them as part of an arsenal to battle SAD, then they can play some positive role in your recovery. Just remember that no matter what, the most effective ways of managing SAD are: (1) drugs, (2) CBT, or (3) drugs and CBT. All involve facing your fears in real situations in a step by step manner. There's no easy way out like just listening to some tapes before you sleep.
I also tried it but i got fed up listening to it, even on super low volume. What I think is much more effective is to just meditate a little while you are lying in bed before you sleep. try to go to sleep with positive thoughts.