Only thing I can think of is the radio station uses a poor geo-ip locator service. Basically the only way they can find out where you are from is taking your IP, and using non-accurate software to spew out your country/location, which in some cases is only 70% accurate unless they pay for better IP databases such as MaxMind Geo-location ( more widely used with more popular sites for country restriction.. )
Contact their website, and provide some proof and prove your IP ( show them your IP and host name, which they can verify ) and add it to their accepting list.. Most sites will do this.