No radio in menu. only music. voice .settings .

The service may not be available in your area. Make sure the headphones are connected to the player when searching for radio stations: Here's pg 15 of the user manual:

FM Radio (if applicable)
The Sansa
®
player includes an integrated FM radio for listening to live broadcast FM
stations. Please note that the FM Radio function may not be available in your region.
Listening to FM Radio
To listen to live broadcast FM station, follow these steps:
1. Select FM Radio from the Main Menu.
2. A radio frequency menu will appear.
3. Press |<< or >>| to adjust and search for the desired frequency, or select
preset by pressing Select.
4. For fast search, press and hold the |<< or >>| buttons.