Um, there's probably a million ways to do this. One would be to have a procedure called radio, and have each command for the radio do this procedure. You could have the procedure check what the variable #quest.command# is (this variable lists what the player last typed in) and if it's equal to turn on radio, it messages, "You turn on the radio." if it's equal to listen to radio, it messages, "You listen to the radio, blaring rock n' roll eh?" and etc, etc.
Um, I think quest may now even let you define commands like this...
command <turn on radio; listen to radio>
That may be more of what you are looking for, I think I saw alex demo some code like that, but I'm not sure.
Eh, whatever. Like I said there's a million ways to do it.