I pay attention if I can understand them. The majority of the genre of music I listen to (Eurobeat) is produced in Italy or Japan, and much of it I don't think the lyrics are supposed to make much sense. For the songs which I choose to learn the Para Para (esentially Japanese line dancing) routine, I tend to pay closer attention to the lyrics; the more I feel the song, the better I remember the actions that go with each part, and the more rewarding the performance of the routine is.