Alert while listening to music

[mdufficy]

When I listen to my iPhone 4s hooked up via USB to car stereo it stops the music while playing if a text message comes in and makes an alert sound. I was wondering if there is a way for that to happen while I'm listening to music with headphones.

 

[crowd pleaser]

You can turn alerts off in settings

 

[mdufficy]

I want the alert to happen when I have my headphones on. So when I'm at the gym and I have my headphones in, I know I'd someone has text or emailed me