While possible, I've generally found this to be exceedingly rare in practice. However, if either the headphones or router allow you to select the channel they operate on, try moving them in opposite directions. So if the router and headphones are both on channel 6, move the router to say channel 5, and the headphones to channel 7. That puts about 20MHz of spectrum between the two, which should be more than sufficient. Commercial radio stations are often only separated by less than 1MHz.
I'm very interested in getting the Turtle Beach X41 gaming headset, but I noticed CNET's review said that other 2.4 Ghz devices can cause problems with its radio frequency. I have a Belkin N+ wireless router that sits on the same entertainment unit that the X41's transmitter would go on. I'm wondering if anyone who owns the X41 faced a similar situation, and if it was a problem at all? If so, how did you get around it?