Dara O'Brien singles out a young couple in the audience and humorously explains that when a man says listen is because things aren't working out.
It seems that all men use the same word when it comes to breaking up as in, "Listen things aren't working out". To the ladies he said if you want to hold your head high hit hard enough to put your man on the ropes say, "I fucked your brother".
Although you might want to use some context, for example if it's the middle of the night and he hears strange sounds then wakes you up and says listen - that might not be the right time to tell him.