There probably is, but most headsets are specifically created to not allow this simply because of the noise feedback you'd get resulting in a very high-pitched squeal that would ultimately make you deaf!
Your best bet is to get the headphones that are earbuds and then put them underneath your headset headphones. That way, you can hear your music and talk at the same time. This only worked for me when the earbuds were coming from a source other than my computer.
