Why can't I hear Notifications when my headphones are plugged in?

I have the volume turned all the way up but when i have my headphones plugged in to listen to music through the car radio i don't hear emails, text (notifications alerts).
any suggestions - i miss a lot of messages

if you're using 8.1 press the volume rocker there you can turn on the ringer. do this while your headset is plugged in.