How do you get to the radio station in Fallout 3?

The radio can not be switched of from your pipboy control. The best advice I can give (it worked for me) is go back to a save before you activated the radio (switched it on) or start the game again, and do not activate it. Silence is golden.

Just press A on the radio station that is currently playing, it will turn it off. I'm not sure about the computer version but you probably just click the one that's playing again to turn it off.