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Another simple thing to do is get a small earpiece like the one for your cellphone and put that in under your earcup. I used to do it all the time. You don't turn it up loud either, but since it's only in one ear you can hear ATC pretty easily through the other.
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I do this with the little 'earbud' thingies. Work well under the headset. My CD player is on the seat adjacent to me, and I can hit 'pause' in a split second. But, the point is to have the music soft enough you can EASILY hear ATC over it. I only listen to music when flying somewhere on my own.
Sarah