Telekinesis has never been demonstrated under test conditions and hence is the name given to an idea/theory. However on one of James May's programs there was a machine that enabled him to move something on a screen just by thinking about it, his head was wired up to some sort of brain scanner and he had to think of certain objects to move left and right etc. No doubt that could be connected to a hydraulic arm or somthing and controlled, with practice.
On the gadget show a little while ago the presenter Jason Bradbury (bald with glasses) tested out a helmet which allowed him to choose letters on a keyboard and/or move a pong paddle in the game ping pong if my memory serves me correctly. I also stumbled upon this gem. As sandyroe said its called Telekinesis and loosehead says I believe that the key to this will be unlocked in the future and we will eventually be running electronic items with the power of our minds. Who knows maybe one day using just the brain to fly planes or spaceships!