The phone caller become irate and demands to speak to your boss saying i know she wants to be interrupted to speak to me you should say?

"I'll take your name and number and get the message to her as soon as possible, but I'm not going to interrupt her when she left no instructions to do so."

Then, if you think the call was really important, and if it is possible, I'd slip a note to her saying something like: [This person] just called urgently asking to talk with you. I'll call her back now if you want.