Your best bet would be an online stream. Actual fm recivers that u can plug into a pda end up costing more than a little portable radio would.
This was talked about a while ago for the axim, and it ends up being cheaper just to take a radio seperate, even though u want an all in one device. A while ago cf card radio inserts were made, but they wouldnt work on the tilt, b/c there is no cf slot, and its a newer os.
Old CF FM Radio: