Apple TV/FM Radio System - Manual (Page 120)

You cannot use the remote control to switch to the Apple
FM Radio from another application. However, while you hear
the radio (whether or not the Apple FM Radio application is
open), the Apple FM Radio remote controls will work.
When you press the TV/MAC button while the radio is
playing, the Apple Video Player application starts, but you
won’t hear the TV or video until you quit the Apple FM Radio
application.
If you are playing an audio CD in a CD-ROM drive, you hear
the audio CD and the TV or FM radio sounds simultaneously.
113 Using the Remote Control