Sure you can but you cannot connect them to your MP3 player....
OK Just kidding. Seriously, they are allowed but discouraged. For your safety and the safety of those around you keep the tunes low enough so you can hear others who may be attempting to get your attention.
I like to wear mine with only 1 ear bud in. This allows me to hear my surroundings and also give me the music boost if I need it. I am not a talkative runner so striking up a conversation is not my ideal way of passing the miles...Guess its the chew gum and talk concept...