This study explores the use of electroencephalography (EEG)-based brain wave monitoring to enable dynamic difficulty adjustment (DDA) in a virtual reality (VR) gaming environment. Using the Task Engagement Index (TEI) derived from frontal EEG electrodes, we adapt game challenge levels in real time to maintain optimal player engagement. In a within-subject design with six participants, we found that the DDA condition significantly increased engagement duration by 19.79% compared to a non-DDA control condition. These results suggest that combining EEG, DDA, and VR technologies can enhance user experience and has potential applications in adaptive learning, rehabilitation, and personalized interfaces.