The National Weather Service uses NOAA Weather Radio to broadcast weather conditions, forecasts or alerts. Specific Area Message Encoding (S.A.M.E.) can be programmed so your weather radio only alerts you to severe weather and emergency warnings in your area.
If your weather radio has S.A.M.E., you can program it to sound an alert only if it affects your county. Most weather radios will allow you to program multiple S.A.M.E. county codes in case you would like to receive alerts for surrounding counties.
Find your S.A.M.E. code at http://www.nws.noaa.gov/nwr/indexnw.htm#sametable%20.