Someone mentioned last night that they shut the sirens off. That is the typical procedure. Once a tornado warning is issued, they sound sound the sirens, usually for 2-3 minutes, depending on the jurisdiction, then shut down. Another misnomer is that they sound them when the threat has passed. The sirens will sometimes be sounded a second time if it's a long leashed warning, say 15 minutes or more before the tornado actually gets close to the siren's warning area.
As someone who used to work on them, you don't want to hear that for 15-30 minutes if you live near the siren.