-Change the "Radio Station" while riding in the backseat of a Taxi or ANY Radio(Even a "Friend's" Personal Vehicle);
~Once you have called "Downtown Taxi Service" and your taxi has arrived press "Triangle/Y" to enter the backseat,(Skip this if you are just riding in a "Friend's" Personal Vehicle)
~Now choose your "Destination",(Skip this if you are just riding in a "Friend's" Personal Vehicle)
~Then while on your way to your "Destination" press "Start" to pause the game,
~Now go to "Settings">"Audio">"Radio Stations" and choose the "Radio Station" you wish to listen to,
~Then press "Start" to unpause the game,
This even works in the back of a helicopter, as in the Merryweather "Helicopter Pickup".
This also works inside of Garages/Apartment(even someone else's), No need to walk to the radio.)
This DOES NOT work in Stores or Other Businesses.