Record radio online with mplayer:
mplayer http://ip:port/ -ao pcm:file=radio.wav -vo null -vc null
Find out what is your radio`s ip and port and put it in command line.
CTRL + C to stop recording, listen your record from your home folder.
This can be putted in a small script so it can be runned just in time, not to lose your song.
Then it can be cuted with Audacity and converted to mp3 if needed.