Firstly: 

Listening to music and putting it on mobile phones and in the workplace is haraam, because the Prophet (peace and blessings of Allaah be upon him) stated that musical instruments are haraam when he said: “There will be among my ummah people who will regard as permissible zina, silk, alcohol and musical instruments…” Narrated by al-Bukhaari (5590) in a mu’aallaq report. This hadeeth indicates that musical instruments are haraam for two reasons: 

1 – The Prophet’s words “[they] will regard as permissible” clearly indicate that the things mentioned – including musical instruments – are forbidden in sharee’ah, but those people will regard them as permissible. 

2 – Musical instruments are mentioned alongside things that are definitely haraam, namely zina and alcohol; if they were not haraam they would not be mentioned alongside them.  

al-Silsilah al-Saheehah by al-Albaani (1/140-141). 

See also question no. 5000 for the evidence that it is haraam to listen to musical instruments. 

Secondly: 

The sin in listening to musical instruments and other haraam sins applies to the one who listens deliberately, not the one whose ears it reaches without him meaning it to. Al-Manaawi (may Allaah have mercy on him) said: The one who hears it [i.e., musical instruments] should block his ears but if there is haraam entertainment near him he does not have to move, and he is not sinning if he hears it without meaning to. End quote. 

Fayd al-Qadeer (3/355). 

Thirdly: 

The evil must be denounced as much as one is able, with one's hand (by taking action) or with one’s tongue (by speaking out) or in one’s heart (by hating it), because of the report narrated by Muslim (49) from the hadeeth of Abu Sa’eed al-Khudri (may Allaah be pleased with him), that the Prophet (peace and blessings of Allaah be upon him) said: “Whoever among you sees an evil action, then let him change it with his hand [by taking action]; if he cannot, then with his tongue [by speaking out]; and if he cannot, then with his heart – and that is the weakest of faith.” 

This implies that it must be denounced every time the evil appears and one is able to denounce it, if it happens repeatedly, unless that will cause hardship or lead him to miss out on things that are in his interests, which is more important than denouncing that evil. 

Important: Please see the answer to question no. 96662.

If the one who is denouncing the evil says to the one who is doing it “May Allaah guide you,” this is a kind of denouncing, so long as it is understood as an objection and disapproval of this evil. 

And Allaah knows best.