If you want to walk along the beach at Ipanema and Leblon with music from your Ipod/Iphone you are fine. Just shove it into your bag or pocket. Saturday had been cloudy all day but got beautiful towards sunset so I walked from Arpoador to the end at the foot of Barra with my Iphone playing. And the men were out in full force and stunning beyond belief (my god, what do they put in the water down there

)
Also, there is a huge military police presence along the beach in Ipanema and Leblon (with many of the officers also very easy on the eyes) but Copa can't tell you.
Just remain alert to who is around you and never, ever leave anything unattended on the beach. Obvisiously, don't go walking around at 2AM with your Iphone. If you to the The Week, take a cab.
Avoid anyone that seems to be a loner. Certainly refrain from taking someone like this back to your hotel room.
Unfortunately, people see the massive flavelas coming in from GIG but when they get through the tunnels and to the lake area they assume they are in a typical US resport.