Check this link out. It's a little pricey, and easy enough to make if you're electronic and solder savvy. It works great and blends in with the headset cord so no one really knows what it is. I can listen to music without anyone hearing or knowing what I've got going on. I also bought an inline volume controller at Radioshack so I can quickly set the volume without fumbling on the mp3 player for volume adjustment. I listen at a low volume so I don't miss any radio calls.
http://www.pilotmall.com/page/1/PROD/headsetcables/17057
http://www.pilotmall.com/page/1/PROD/headsetcables/17057