It seems to help my focus. I noticed a few months back that when I start up some soft music, like Coldplay, I tend to get more done. I think it quiets the ADD part of me that feels the need for extra stimulus. Also, when I'm listening to music while programming I tend to not check the web as often to see what's going on, that alone will boost your productivity. I don't really know why it works, but for me it does.