I listen to the radio online, some of the Japanese songs will have english in it which is always pretty cool. On the radio site it has the name of the song. I can't speak Japanese but I've seen so much anime that I actually know a couple of words haha.
I normally just listen to my own iPod as I can't really control what the radio gives me haha. Though having random music is nice, I prefer it to be in English so I'm able to look it up later, I can't really speak Japanese myself >.<