Hear it, tag it
When listening to the radio sometimes you hear a really great song you want to hear again. It's hard to make notes whilst driving and usually the DJ does not back announce it. I could press a button on my radio to TAG the song. This could mean the radio downloads it and the DJ gets instant feedback on the popularity.
The tagging could be via text message to the station. So the button might simply be a preprogrammed TXT messge on my phone. Providing I send the message during the song to my radio station, then they can TXT me back with the song itself. Sending text messages is a revenue stream.
I believe the radio is the first point of contact for a listener, from there come downloads and CD purchase and going to gigs and becomming a fan (marrying a band member, having children...). If you make that process more convenient then people won't bother trying to get stuff for free when they can get it more easily for a few pence.