I havent seen an way to modify the incoming call alert while using data. But I believe as a rule of thumb the call will make it through if you are not actively transmitting or receiving data (no arrows)
if page has finished loading and someone calls - it will break through. If its in the process of loading the call will go straight to VM.
I am on TMobile and that last reply seems to be correct, I am often using the Internet and if the screen is loaded, calls will come in, if the blue arrows are doing there thing, calls seem to go to Voice Mail.
I hope that helps you.