我正在听音乐，所以我没(or 没有)听到火警. music: 音乐(yue)， fire: 火 alarm: 警报, fire alarm: 火警 music: we should say 音乐, 乐 is not a complete word in mandarin.

我 那 时 听 音乐 了，所以 没 听到 火灾 警报。

It should be "听音乐“ instead of "听乐”. And also you could take out the second "我" since people would already know that you are talking about yourself from the first "我". This is just another way to say this sentence so it doesn't really matter if you say "我" twice. ^_^

just a little mistake you should say 听音乐 instead of just 听乐

我正在聽音樂， 所以我沒有聽到警報。 ok or 我正在聽音樂， "因此" 我沒有聽到火災警報聲。