I see where you're going. It probably wouldn't hurt you if you were very cautious about heat exposure time. You're saying that the proper wavelength would pass through the distilled water, acting as a filter in effect. Therefore only the 1072 nm wavelength would arrive at the scalp.

We need a physics person or a scientist to comment. I would guess that a college physics lab would contain the proper instruments to measure the wavelengths produced. The intensity of the infrared heat lamp may produce enough power (watts) to create enough intensity, however the only way to measure this after the water filter would be to use some instruments, maybe something measuring "candela". My physics knowledge is limited to just what was necessary for med school.

Rather than a plastic bag, due to the inevitable heat energy, I would use something like a glass aquarium as the filter. If you used say a few centimeters or a inch of distilled water, that would duplicate the effect with probably less potential of spillage, or melting plastic.

It's an interesting theory, and cheap. You could perform an experiment similar to :http://www4.ncsu.edu/~mowat/H&M_WebS...Wavelength.pdf
in a dark room, and perhaps derive the wavelength produced. Any ambient light would change the values. Again as I've noted before, you'd need use whatever device in a dark room to ensure that only the proper wavelength is being absorbed.