Do you have a wireless network you can connect too. If so then you can listen to internet radio on it. 1000s of stations around the world at the tap of a stylus.
Download the trial version of Resco Radio. I use it on my PDA Phone (T-Mobile MDA 3) you don't get the BBC channels, but you get a very varied music choice, and some American Talk Radio stations (which make me cringe) works very well using GPRS although the sounds is a bit rough when the signal is low.
Much better when connected by 3G or HSPDA or WI-Fi http://www.resco.net/pocketpc/radio/default.asp
Hope this helps