I don't think that UAL's 727s are set up for passengers to listen to ATC. UAL aircraft that are equipped with headphones are 737-300, 737-500, 747-400, 757, 767, and 777, and A-320. Still, it is at the Captain's discretion whether or not he will allow the passengers to listen to ATC.
On the 777 (I forget how the 727 audio is configured), you can use any headphones with a Walkman type plug or use the one UA provides. As of late, most of the flights I've been on have been playing music on Channel 9 which is where you would normally find ATC.