It's an example of Derren Brown's brilliant use of misdirection. Here you're misdirected as to the whole nature of the trick, and if you start your analysis by asking yourself, "how does he manage to read the woman's mind?" then you've already swallowed the false assumption. You have to take a step back and start from the question, "how does he manage to convince me, the viewer, that he read the woman's mind?"