[f1blop]

Que is right, the headphones cord is the antenna, but not because of the hadphones, but for the cable, so the easiest solution is to get an external speaker system (a 2.1ch computer system is more than enough) that will let you to listen your mp3's as well as the radio stations without any problem at all.

Now, I have a player with 2.5mm jack,so what I do was to buy a generic hands-free set for cell phone that has a 2.5mm stereo jack and also a common 3.5mm jack, and I made my own 2.5mm to 3.5mm adapter