How to Add a Radio Station to Your iTunes Playlists
Add any radio station from the Radio list to your desired playlist.
Any station in the list will do, because you immediately change both the station’s URL and name to create your new station entry in the Playlist.
Press Command+I.
Alternatively, choose File→Get Info to bring up the information dialog for that station.
Click the Summary section and click the Edit URL button.
This is where you alter the URL information.
Click the Summary section and click the Edit URL button.
This is where you alter the URL information.
Enter the desired URL and click OK.
You’ll need to get this URL from the station’s Web site.