As far as I know, there is only one radio station which you can
listen to in U.S. It's short-wave radio broadcast, so you need special
radio receiver, not FM radio. See
        http://www.nhk.or.jp/rjnet/index.html

  Also, there are many radio (and video) program in Japanese on the internet.
  For realplayer, see
        http://www.realguide.ne.jp/
  For mediaplayer (and IE?), see
        http://windowsmedia.msn.com/iradio/ja_ja/radio.asp