How can I use the radio when not in a car?

I stole a car and used the RB and LB buttons to turn on the radio and tune it to The Mix 107.77. I then started running over pedestrians at high speeds while singing along with Haddaway's What Is Love. Unfortunately, while swerving to try to hit someone who appeared to be dressed like a cat, I ran into a building and my car caught fire and exploded. I was pleased to find What Is Love still playing despite the fact that I was now on foot.

This was great until The Pharcyde's Oh Shit came on. I simply can't abide by such foul language when I'm murdering random civilians. Is there any way to turn the radio off or change the station without getting in another car?

It took me a while to figure it out, but when on foot you can turn the radio off and on and select a station from the weapon select radial menu.

Hold down the button for weapon-selection (B on XBox 360, Circle on PS3), and then use the same buttons you use in the car to change the radio station (LB/RB on both).