Program comprehension is a common task in software development. Programmers perform program comprehension at different stages of the software development life cycle. Detecting when a programmer experiences problems or confusion can be difficult. Self-reported data may be useful, but not reliable. More importantly, it is hard to use the self-reported feedback in real time. In this study, we use an inexpensive, non-invasive EEG device to record 8 subjects' brain activity in short program comprehension. Subjects were presented either confusing or non-confusing C/C++ code snippets. Paired sample t-tests are used to compare the average magnitude in alpha and theta frequency bands. The results show that the differences in the average magnitude in both bands are significant comparing confusing and non-confusing questions. We then use ANOVA to detect whether such difference also presented in the same type of questions. We found that there is no significant difference across questions of the same difficulty level. Our outcome, however, shows alpha and theta band powers both increased when subjects are under the heavy cognitive workload. Other research studies reported a negative correlation between (upper) alpha and theta band powers.