I don't know about where you live, but in Las Vegas there is no Catholic radio station. But there is a way that anyone can listen to Catholic radio over their computer no matter where they are. Ave Maria Radio has a live streaming feed on their Web site. All you need to do is go to http://www.avemariaradio.net/ and click the "Listen Live" link at the top of the page.
I left my phone at home today. When I have it in my hands, I will test out how well the live stream works on my Android based phone. I would love to hear from anyone with an iPhone, Blackberry, or new Windows Phone 7 if it works on those operating systems.