I think it depends on the type of music you listen to. For example, http://www.youtube.com/watch?v=_uCL1_YcRwk is always able to get me to stop thinking about other things and concentrate on the task at hand. I notice I do much, much better on exams when I listen to music (esp. jazz) while I'm studying; perhaps it blocks out all other thoughts, focusing my attention on the core material that is really required for maximum productivity and retention.