You push the Home button, the little one on the right side below the screen. Then you will see Music, slot Radio, FM Radio, Voice, Settings. Select FM Radio by pushing center button in wheel. Also suggest you download the manual from Sandisk (forums dot Sandisk dot com) They have the Clip/Clip+ forum to answer questions, let you update, etc. Great place to ask more questions.
Be careful that you don't push pause while in Radio because it will stop playing music. If you unpause, you are good to go.