The Massachusetts Registry of Motor Vehicles offers this advice on how to respond when you're driving and you hear a siren coming from an approaching emergency vehicle:
Always yield the right of way to fire engines, ambulances, police cars, and other emergency vehicles that are using a siren and/or emergency flashing lights.
If an emergency vehicle is coming from any direction, you must pull as close as possible to the right side of the road. Stop until the vehicle has passed. Slowly rolling is not acceptable.
Check your mirrors and find a safe place to pull over to the right. You should not pull your vehicle to the left or slam on your brakes. Do not stop suddenly. Use your right turn signal.
Never stop in the middle of an intersection. Drive through the intersection and pull over as soon as it is safe.
After the emergency vehicle has passed, use your left turn signal and make sure the lane is clear. Be sure there are no other emergency vehicles approaching. Then you can merge back into traffic.
Never follow closer than 300 feet behind an emergency vehicle responding to an alarm.
To view a video on the subject, which includes footage of close calls arising from the failure to yield, click on the photo or link below the headline.