This link says many insects hear and list four different sound sensors:

http://insects.about.com/od/morphology/f/hearing.htm

If you search insect hearing on Google Scholar you get lots and lots of hits so it appears insects in general can hear.

Here is a paper specifically about honey bees:

Journal of Comparative Physiology A
September 1993, Volume 173, Issue 3, pp 275-279

Hearing in honeybees: localization of the auditory sense organ
C. Dreller, W. H. Kirchner

Abstract
Airborne sound signals emitted by dancing honeybees (Apis mellifera) contain information about the locations of food sources. Honeybees can perceive these near field sounds and rely on them to decode the messages of the dance language. The dance sound is characterized by rhythmical air particle movement of high velocity amplitudes. The aim of the present study was to identify the sensory structures used to detect near field sound signals. In an operant conditioning experiment, bees were trained to respond to sound. Ablation experiments with these trained bees revealed that neither mechanosensory hairs on the antennae or head nor bristle fields at the joints of the antenna, but Johnston's organ, a chordotonal organ in the pedicel of the antenna, is used to detect near field sound in honeybees.

Dick

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