Great topic, Wolfepack. It reconfirms that I really should carry a small radio with me when out and about. I got an iPod Nano with built-in FM radio fro Christmas but it usually just sits on my desk.
I'm not sure how I would have responded. I would like to think my response would be somewhat based on what I knew of my surroundings. If I were downtown away from any chemical plants or refineries I would have probably headed indoors into a store or something for a bit. If I didn't see anyone running in terror I would assume it was safe to go back to whatever I was doing.
-Blast