Every day, I make myself approachable and available (i.e, no headphones) between 8:15am - 1:30pm for questions, discussions, desk meetings, etc. and don't mind being interrupted then.
I get the majority of my work done in the afternoon by listening to music between 1:30pm and 5pm, which helps me focus and is usually a visual cue to show that I'm concentrating.
However, the minute I start listening to music, my colleague starts talking to me. It's like she bottles up her questions and observations and waits for me to put my headphones on. The general (albeit, unwritten) rule here is; if someone's 'wired in' then they're busy, but she doesn't seem to get that.
We're allowed to listen to music at work, but she's been here for 20+ years now so I imagine she's stuck in her ways a little bit. It probably never used to be acceptable, but it is now... so what can I do (or say) to get her to stop interrupting me when I'm wired in?