I'm not much for music -- I find it generally distracting -- but I do agree that interruptions kill productivity.
But in my opinion DeMarco and Lister's Peopleware is the single most important book on the subject ever written. To learn about software productivity the authors ran "coding wars" that pitted development teams from some 600 organizations against each other. Turns out experience, salary, language used, and all of the other parameters we'd normally consider important were in the noise. The biggest factor? Interruptions.
Teams with the fewest interruptions were nearly three times as productive as those suffering from the usual plague of never-ending phone calls, queries from fellow workers, the chime of ever-more incoming email, and the like.
Three times. Think about it.
Later studies by other researchers found that after an interruption it takes 15 minutes to get into a state of "flow," that Spock-like trance where you're one with the computer. Yet the average developer gets interrupted every 11 minutes.
Most managers stick their engineers in cubicles rather than private offices, ensuring that every overhead page breaks into their thoughts and anyone's ringing phone brings the entire room's productivity to a screeching halt.
Dilbert rightly calls cubes "anti-productivity pods."
I'm not sure if this is as true of females as it is of males. I tend to get grouchy when I'm interrupted while working from home, but my wife doesn't always get why. Maybe women really are better with multitasking and interruptions don't bother them as much?