Pranayama literally means controlling the prana, which is the vital energy within the cosmos. The actual purpose of this spiritual practice is to control the mind by controlling the vital airs in the body. A controlled, one-pointed mind is then eligible for higher practices to attain God-realization.
Once, Baba went for His daily field walk. A Margii from Tatanagar was also in the group that accompanied Baba to the field walk. Baba was in a jovial mood. As they were walking, Baba stopped suddenly, looked at the Margii and asked, "Do you practice dhyana lesson?"
The Margii, with much hesitation, told Baba, "I am trying, Baba."
Baba said, "Without pranayama siddhi, dhyana cannot be perfectly done."
The Margii wanted to ask Baba what "pranayama siddhi" was and how to attain it. Before he could speak, Baba Himself spoke and explained that pranayama is normally done with the help of one's fingers. He said that it was possible to perform pranayama without using the fingers. If pranayama is done purely by using one's will force without the fingers, it means that one has attained pranayama siddhi. The mind becomes strong and one-pointed and will-force is attained. Only then is it possible to do dhyana well.
Dhyana is done in order to merge with the Supreme Being. If one has any desire, one cannot merge with Parama Purusa. To want shakti or power is also a desire. Real pranayama helps to destroy desires. Pranayama siddhi is possible only when one gets the will-force by His grace to control the pranavayus. The desire for power will remove a spiritual aspirant from the shelter of His grace. His grace is unconditional, which means causeless grace. The process of dhyana is the same for all, but to do dhyana, one needs His "ahetuki krpa" or unconditional grace.