Instructions
Travel to Cerulean City in northern Kanto and then follow Route 9 eastward until you reach the Power Plant.
Speak with the power plant manager. He'll tell you that someone stole an important machine part and ran off with it back to Cerulean City.
Return to Cerulean City and visit the Cerulean Gym. Walk around until a suspicious-looking individual bumps into you by accident and then starts to run off.
Follow the suspicious fellow into the pool and wait for him to dump something in it. After he runs off, walk to the spot where he was and press the "A" button to retrieve the stolen machine part.
Return to the power plant and give the machine part back to the manager. He'll thank you and tell you to visit his friend at the Kanto Radio Station.
Travel to Lavender town, which is in northeast Kanto, and visit the Kanto Radio Station.
Speak with the Radio Station manager and he'll reward you for helping his friend by giving you the Radio Expansion Card. From here on out, you need only access your inventory and use the card to tune into the Kanto Radio Station.