Why FM radio? Sometimes, I want to listen to music I dont have on my player. When I travel, tis cool to listen to foreign radio. The Samsung I had let me record off radio, so if a station would play a live version of a song, or an acoustic version, I might record it. Sometimes I want to follow a game but cant, so I can listen on the radio.
In fact, a few weeks ago, I borrowed my sisters Sandisk MP3 player which has an FM tuner to listen to the first half of the Mexico-Argentina game in the world cup. If I had an ipod, i would have missed the first half entirely.
Although there's to surefire way to do it, unless you haven't deleted the Purchased playlist iTunes has by default and bought all the music on one machine, it'd be better to create a Smart Playlist in iTunes that has Kind set to Protected AAC audio file (and/or Protected MPEG-4 video file for videos).