ROSIE O’Donnell was as obnoxious as ever at the Apollo Theater on Monday night. O’Donnell, along with Alicia Keys, Bette Midler, Sheryl Crow and Jann Wenner, showed up to catch Annie Lennox’s first New York concert since 1995. Rosie went bananas when New York Times music critic Jon Pareles didn’t display as much enthusiasm for the show as she did. “Jon was sitting in front of Rosie who bellowed out every word of every song,” said our spy. “On some of the livelier numbers people got up and danced – except for Jon, who was reviewing the show. Rosie started leaning over, yanking his arm and screaming, ‘Get up! Dance!’ ” Pareles was so annoyed, he finally turned to her and said “Listen, I only take orders from my wife.” Pareles told PAGE SIX: “Rosie thought I wasn’t having a good time. We were really close to the stage. I didn’t think it was a good idea for me to be standing up with my notebook in my hand four feet from Annie Lennox. People go to concerts to party . . . I go to work.” A rep for O’Donnell claimed, “[Pareles’] wife sent Rosie a note apologizing. After the concert [Pareles] apologized too.”