Peter: Milton? Uh, could you turn that down just a little bit?

Milton: Uh, they said I could listen to the radio at a reasonable volume from nine to eleven while I'm collating….

Peter: But, no, no, no. I know you're allowed to, I was just thinking, like a personal favor, y'know?

Milton: I, I told Bill that if Sandra's going to listen to her headphones while she' working, I can listen to the radio while I'm collating...

Maybe you could have requested him/her to use headphones. Many a times in a situations similar to above I have requested my coworkers to use earphones, and usually they would comply.

Me neither! Did you ask him to use headphones?

Eventually, and amazingly we actually became decent friends... eventually. In the early days it was a matter of picking my battles, and there were other more important things to work on. (Hard as that might be to believe.) So for a while I just put my headphones in and tried to tune it out.

(Initially I just asked him to turn it down, and I don't recall the exact response, but it was probably approximately, "No.")