I guess a lot of that depends on where your water softener is located. If it in the pipe bringing water to the house, it is softening everything. If it is attached to the pipe coming out of the water heater, then you would need to see if the cold water is going thru it too. I think they are usually hooked up to soften all the water, but you'll just have to look at it.
If you are really worried about it, you could get a shower head water filter. It attaches to the back of your shower head, so all the water is filtered. You should be able to find one for less than $30.
I miss my Texas well water- it was beautiful!