The Groove supports the following file formats:
.mp3
.flac
.aac
.m4a
.wav
.wma
.ac3
.3gp
.3g2
.amr
Anything that you've downloaded needs to match one of the formats above (recommend MP3). Also, the Groove format is MP3 with a bitrate of 320KBPS. This file should be compatible with the Internet Radio that you're using, but if it isn't, then consult the manual for the device to see which formats it supports.