Should one advise someone committing a sin (such as listening to music) while they are engaged in the sin or after they have finished?

Listening to forbidden singing is one of the reprehensible acts that must be changed by hand; if one is unable, then by tongue; and if unable, then by heart. Changing reprehensible acts falls under inviting to Allah with wisdom and good counsel. Whoever witnesses a reprehensible act should hasten to denounce it, unless they fear the occurrence of a greater evil. If delaying the denunciation serves a greater good, there is no harm in that.